-8.4%
PEB vs SPY
+307.0%
-315.4%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.5% |
| 7D | +2.4% | +2.6% | -0.2% | -1.1% |
| 30D | +13.1% | -2.0% | +15.1% | +16.2% |
| 3M | +18.8% | -2.8% | +21.6% | +23.1% |
| 6M | +51.3% | +2.1% | +49.2% | +46.4% |
| YTD | +91.3% | +11.5% | +79.9% | +64.5% |
| 1Y | +95.3% | +13.5% | +81.8% | +63.8% |
| 3Y | +85.8% | +77.7% | +8.1% | -11.6% |
| 5Y | -9.2% | +72.6% | -81.8% | -54.5% |
| All | -8.4% | +307.0% | -315.4% | -82.6% |
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