-20.5%
PEB vs SPY
+318.9%
-339.4%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.6% | +1.9% | +2.1% |
| 7D | +2.0% | -2.0% | +4.0% | +4.7% |
| 30D | +1.6% | -1.7% | +3.3% | +3.8% |
| 3M | +5.0% | +4.7% | +0.3% | -1.6% |
| 6M | +42.1% | +12.5% | +29.6% | +20.9% |
| YTD | +59.9% | +11.7% | +48.2% | +37.3% |
| 1Y | +58.2% | +17.5% | +40.8% | +26.5% |
| 3Y | +22.9% | +76.6% | -53.7% | -40.9% |
| 5Y | -13.0% | +82.0% | -95.0% | -59.2% |
| All | -20.5% | +318.9% | -339.4% | -85.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded SPY 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling