+114.9%
PEBO vs SPY
+308.5%
-193.6%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | 0.0% |
| 7D | -1.3% | +3.3% | -4.6% | -4.1% |
| 30D | +7.6% | -2.7% | +10.3% | +10.0% |
| 3M | -6.0% | -1.7% | -4.3% | -4.9% |
| 6M | +16.6% | +3.1% | +13.5% | +12.7% |
| YTD | +33.4% | +11.9% | +21.5% | +19.5% |
| 1Y | +35.7% | +12.0% | +23.7% | +21.3% |
| 3Y | +58.0% | +78.2% | -20.2% | -8.2% |
| 5Y | +49.6% | +73.2% | -23.6% | -12.1% |
| All | +114.9% | +308.5% | -193.6% | -50.7% |
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