+155.1%
PEBO vs SPY
+312.5%
-157.4%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -0.7% |
| 7D | -0.3% | -0.4% | +0.1% | 0.0% |
| 30D | -3.1% | -1.4% | -1.7% | -1.9% |
| 3M | +11.7% | +3.7% | +8.0% | +7.8% |
| 6M | +26.4% | +13.0% | +13.4% | +12.6% |
| YTD | +35.8% | +12.4% | +23.4% | +21.5% |
| 1Y | +35.3% | +18.5% | +16.8% | +15.2% |
| 3Y | +83.1% | +77.6% | +5.5% | +6.8% |
| 5Y | +68.2% | +81.7% | -13.5% | -5.9% |
| 10Y | +155.1% | +319.7% | -164.5% | -43.1% |
| All | +155.1% | +312.5% | -157.4% | -43.1% |
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