-8.4%
PEB vs SPY
+308.5%
-316.9%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.6% | -1.5% |
| 7D | +3.8% | +3.3% | +0.6% | -0.6% |
| 30D | +9.9% | -2.7% | +12.6% | +14.0% |
| 3M | +19.6% | -1.7% | +21.3% | +22.2% |
| 6M | +51.6% | +3.1% | +48.5% | +44.9% |
| YTD | +91.3% | +11.9% | +79.4% | +63.7% |
| 1Y | +92.6% | +12.0% | +80.6% | +64.5% |
| 3Y | +87.2% | +78.2% | +9.0% | -11.3% |
| 5Y | -9.3% | +73.2% | -82.5% | -54.7% |
| All | -8.4% | +308.5% | -316.9% | -82.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling