+54.5%
PEB vs SPY
+824.2%
-769.7%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.4% | +2.5% | +2.6% |
| 7D | +1.2% | -0.6% | +1.8% | +2.1% |
| 30D | +16.2% | -3.7% | +19.9% | +22.0% |
| 3M | +25.5% | -2.7% | +28.2% | +29.8% |
| 6M | +51.1% | +2.2% | +48.9% | +46.4% |
| YTD | +96.7% | +10.8% | +85.8% | +71.8% |
| 1Y | +93.4% | +11.2% | +82.2% | +68.0% |
| 3Y | +92.5% | +76.5% | +16.0% | -3.9% |
| 5Y | -9.3% | +72.9% | -82.3% | -52.8% |
| 10Y | +1.4% | +304.8% | -303.5% | -79.7% |
| All | +54.5% | +824.2% | -769.7% | -86.4% |
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