+117.9%
PEBO vs SPY
+311.8%
-193.9%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.7% | -1.6% |
| 7D | -3.7% | -0.9% | -2.8% | -3.0% |
| 30D | +7.4% | -2.4% | +9.8% | +9.5% |
| 3M | -5.2% | -1.2% | -4.1% | -4.6% |
| 6M | +16.3% | +3.3% | +13.0% | +12.2% |
| YTD | +33.8% | +12.3% | +21.5% | +19.4% |
| 1Y | +38.0% | +12.4% | +25.6% | +23.0% |
| 3Y | +58.4% | +78.8% | -20.4% | -8.3% |
| 5Y | +49.5% | +75.2% | -25.7% | -13.2% |
| 10Y | +117.9% | +311.1% | -193.2% | -50.2% |
| All | +117.9% | +311.8% | -193.9% | -50.2% |
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