+700.9%
PECO vs SPY
+109.0%
+591.8%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.2% |
| 7D | -1.2% | -2.0% | +0.8% | -0.3% |
| 30D | -2.1% | -1.7% | -0.5% | -1.4% |
| 3M | -6.1% | +4.7% | -10.9% | -8.1% |
| 6M | +2.0% | +12.5% | -10.5% | -3.4% |
| YTD | +11.3% | +11.7% | -0.4% | +5.6% |
| 1Y | +12.7% | +17.5% | -4.7% | +4.4% |
| 3Y | +22.1% | +76.6% | -54.5% | -7.4% |
| 5Y | +58.9% | +82.0% | -23.1% | +16.3% |
| All | +700.9% | +109.0% | +591.8% | +547.4% |
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