+2,118.6%
PEBK vs SPY
+3,074.3%
-955.7%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.4% | -1.8% |
| 7D | +0.6% | +0.5% | +0.1% | +0.5% |
| 30D | +1.0% | -0.9% | +1.9% | +1.2% |
| 3M | +0.2% | +3.9% | -3.7% | -1.0% |
| 6M | +16.6% | +14.5% | +2.1% | +12.1% |
| YTD | +21.9% | +12.9% | +9.0% | +17.7% |
| 1Y | +40.6% | +19.4% | +21.2% | +33.6% |
| 3Y | +113.7% | +78.5% | +35.2% | +82.9% |
| 5Y | +81.3% | +81.8% | -0.5% | +53.2% |
| 10Y | +198.3% | +311.5% | -113.2% | +118.7% |
| All | +2,118.6% | +3,074.3% | -955.7% | +1,579.0% |
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