+67.1%
SPY vs PEP
+1.2%
+65.9%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.2% | -4.6% | -4.5% |
| 7D | -4.7% | +6.7% | -11.4% | -6.0% |
| 30D | -5.9% | +13.5% | -19.4% | -8.6% |
| 3M | -4.5% | +3.9% | -8.5% | -5.4% |
| 6M | +1.8% | -6.0% | +7.8% | +3.2% |
| YTD | +8.3% | +2.5% | +5.9% | +6.8% |
| 1Y | +9.3% | +3.9% | +5.4% | +7.2% |
| 3Y | +74.9% | -4.7% | +79.5% | +72.8% |
| All | +67.1% | +1.2% | +65.9% | +56.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling