+25.3%
PEB vs SPY
+846.9%
-821.6%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.1% | +2.2% |
| 7D | -2.5% | +0.1% | -2.6% | -2.7% |
| 30D | -5.6% | +0.1% | -5.6% | -5.7% |
| 3M | +7.1% | +2.0% | +5.1% | +4.1% |
| 6M | +39.1% | +13.0% | +26.1% | +18.6% |
| YTD | +59.5% | +13.5% | +45.9% | +35.1% |
| 1Y | +52.9% | +20.0% | +32.9% | +20.4% |
| 3Y | +25.3% | +77.2% | -51.9% | -37.7% |
| 5Y | -15.9% | +81.9% | -97.8% | -58.9% |
| 10Y | -27.1% | +314.1% | -341.2% | -85.8% |
| All | +25.3% | +846.9% | -821.6% | -89.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling