-37.9%
PED vs SPY
+81.0%
-118.9%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.2% |
| 7D | +2.2% | -0.4% | +2.6% | +2.4% |
| 30D | +31.3% | -1.4% | +32.6% | +32.1% |
| 3M | +11.0% | +3.7% | +7.3% | +8.7% |
| 6M | -4.5% | +13.0% | -17.5% | -11.2% |
| YTD | +30.8% | +12.4% | +18.4% | +21.7% |
| 1Y | +18.9% | +18.5% | +0.4% | +7.0% |
| 3Y | -31.5% | +77.6% | -109.2% | -52.9% |
| 5Y | -37.9% | +81.7% | -119.6% | -56.6% |
| All | -37.9% | +81.0% | -118.9% | -56.6% |
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