-61.2%
PED vs SPY
+312.5%
-373.8%
-86.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.1% |
| 7D | +2.2% | -0.4% | +2.6% | +2.3% |
| 30D | +31.3% | -1.4% | +32.6% | +31.8% |
| 3M | +11.0% | +3.7% | +7.3% | +9.6% |
| 6M | -4.5% | +13.0% | -17.5% | -8.4% |
| YTD | +30.8% | +12.4% | +18.4% | +25.5% |
| 1Y | +18.9% | +18.5% | +0.4% | +12.1% |
| 3Y | -31.5% | +77.6% | -109.2% | -43.2% |
| 5Y | -37.9% | +81.7% | -119.6% | -49.2% |
| 10Y | -61.2% | +319.7% | -380.9% | -26.7% |
| All | -61.2% | +312.5% | -373.8% | -26.7% |
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