+3,094.0%
SPY vs PEP
+1,508.0%
+1,586.0%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.1% |
| 7D | +0.1% | -1.4% | +1.5% | +0.6% |
| 30D | +0.1% | +0.2% | -0.2% | -0.1% |
| 3M | +2.0% | -1.1% | +3.1% | +2.0% |
| 6M | +13.0% | -13.5% | +26.5% | +18.6% |
| YTD | +13.5% | -1.2% | +14.7% | +12.9% |
| 1Y | +20.0% | -1.6% | +21.5% | +19.0% |
| 3Y | +77.2% | -12.5% | +89.7% | +81.2% |
| 5Y | +81.9% | +3.0% | +78.8% | +73.9% |
| 10Y | +314.1% | +73.9% | +240.1% | +223.5% |
| All | +3,094.0% | +1,508.0% | +1,586.0% | +1,232.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling