-76.6%
PEPG vs SPY
+95.3%
-171.9%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.6% | -3.5% | -3.5% |
| 7D | -5.0% | -2.0% | -3.0% | -3.0% |
| 30D | +4.1% | -1.7% | +5.8% | +6.0% |
| 3M | +118.8% | +4.7% | +114.1% | +109.1% |
| 6M | -51.0% | +12.5% | -63.5% | -57.8% |
| YTD | -53.6% | +11.7% | -65.3% | -60.1% |
| 1Y | +115.7% | +17.5% | +98.2% | +74.4% |
| 3Y | -52.7% | +76.6% | -129.2% | -76.8% |
| All | -76.6% | +95.3% | -171.9% | -90.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SPY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling