+705.8%
PECO vs SPY
+112.5%
+593.4%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.4% |
| 7D | -0.3% | +0.1% | -0.4% | -0.3% |
| 30D | -6.1% | +0.1% | -6.1% | -6.1% |
| 3M | +0.2% | +2.0% | -1.8% | -0.8% |
| 6M | +0.5% | +13.0% | -12.5% | -5.0% |
| YTD | +12.0% | +13.5% | -1.6% | +5.6% |
| 1Y | +11.9% | +20.0% | -8.0% | +2.7% |
| 3Y | +26.7% | +77.2% | -50.5% | -4.0% |
| 5Y | +53.4% | +81.9% | -28.5% | +5.9% |
| All | +705.8% | +112.5% | +593.4% | +547.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling