+69.8%
PEBO vs SPY
+81.8%
-12.0%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.1% |
| 7D | +1.9% | +0.5% | +1.3% | +1.5% |
| 30D | -2.7% | -0.9% | -1.8% | -2.1% |
| 3M | +13.6% | +3.9% | +9.7% | +10.6% |
| 6M | +27.3% | +14.5% | +12.8% | +16.1% |
| YTD | +37.3% | +12.9% | +24.4% | +26.3% |
| 1Y | +34.6% | +19.4% | +15.2% | +19.2% |
| 3Y | +85.2% | +78.5% | +6.7% | +28.3% |
| 5Y | +69.8% | +81.8% | -12.0% | +15.6% |
| All | +69.8% | +81.8% | -12.0% | +15.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling