+50.3%
PEB vs SPY
+829.7%
-779.4%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.5% |
| 7D | +2.4% | +2.6% | -0.2% | -0.9% |
| 30D | +13.1% | -2.0% | +15.1% | +16.1% |
| 3M | +18.8% | -2.8% | +21.6% | +22.9% |
| 6M | +51.3% | +2.1% | +49.2% | +46.7% |
| YTD | +91.3% | +11.5% | +79.9% | +65.8% |
| 1Y | +95.3% | +13.5% | +81.8% | +65.4% |
| 3Y | +85.8% | +77.7% | +8.1% | -8.1% |
| 5Y | -9.2% | +72.6% | -81.8% | -52.7% |
| 10Y | -4.8% | +308.2% | -313.0% | -81.2% |
| All | +50.3% | +829.7% | -779.4% | -86.9% |
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