+307.8%
SPY vs PEP
+92.7%
+215.1%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.2% | -2.6% | -1.3% |
| 7D | +2.6% | +2.9% | -0.3% | +1.3% |
| 30D | -2.0% | +12.5% | -14.5% | -7.0% |
| 3M | -2.8% | +4.5% | -7.3% | -4.9% |
| 6M | +2.1% | -0.5% | +2.6% | +1.6% |
| YTD | +11.5% | +4.4% | +7.1% | +7.6% |
| 1Y | +13.5% | +4.4% | +9.1% | +9.4% |
| 3Y | +77.7% | -3.4% | +81.1% | +73.5% |
| 5Y | +72.6% | +5.2% | +67.5% | +58.7% |
| All | +307.8% | +92.7% | +215.1% | +185.8% |
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