+311.5%
SPY vs PEP
+76.2%
+235.3%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.1% | -0.8% |
| 7D | +0.5% | +0.1% | +0.4% | +0.5% |
| 30D | -0.9% | +0.7% | -1.6% | -1.3% |
| 3M | +3.9% | -0.5% | +4.4% | +3.6% |
| 6M | +14.5% | -11.3% | +25.8% | +20.0% |
| YTD | +12.9% | -0.6% | +13.5% | +11.6% |
| 1Y | +19.4% | +1.7% | +17.7% | +16.1% |
| 3Y | +78.5% | -12.5% | +90.9% | +83.6% |
| 5Y | +81.8% | +3.9% | +77.9% | +67.3% |
| 10Y | +311.5% | +76.6% | +234.9% | +195.8% |
| All | +311.5% | +76.2% | +235.3% | +195.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PEP.
Daily Out/Under-Performance
Portfolio return minus PEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEP 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 10y: compounded portfolio wealth divided by compounded PEP 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…
10y analysis · Full analysis span regression · 6 months rolling