+307.3%
SPY vs PEP
+81.7%
+225.6%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.4% | +2.0% | +2.2% |
| 7D | +0.1% | +1.0% | -1.0% | -0.4% |
| 30D | -3.3% | +12.6% | -16.0% | -8.3% |
| 3M | -2.4% | +3.1% | -5.6% | -4.0% |
| 6M | +2.6% | -6.3% | +8.8% | +4.8% |
| YTD | +11.2% | +1.9% | +9.4% | +8.6% |
| 1Y | +13.4% | +3.3% | +10.1% | +9.8% |
| 3Y | +79.9% | -4.8% | +84.7% | +76.6% |
| 5Y | +72.2% | +2.0% | +70.1% | +60.6% |
| 10Y | +307.3% | +80.3% | +227.0% | +195.3% |
| All | +307.3% | +81.7% | +225.6% | +195.3% |
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