-100.0%
PED vs SPY
+1,155.3%
-1,255.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | -0.4% | -7.7% | -7.9% |
| 7D | -12.3% | -0.6% | -11.7% | -12.1% |
| 30D | -1.0% | -3.7% | +2.7% | +0.2% |
| 3M | +19.5% | -2.7% | +22.3% | +20.6% |
| 6M | -4.6% | +2.2% | -6.8% | -5.6% |
| YTD | +19.1% | +10.8% | +8.3% | +14.0% |
| 1Y | +12.5% | +11.2% | +1.2% | +7.5% |
| 3Y | -21.5% | +76.5% | -98.0% | -35.8% |
| 5Y | -53.0% | +72.9% | -126.0% | -61.4% |
| 10Y | -52.4% | +304.8% | -357.2% | -69.2% |
| All | -100.0% | +1,155.3% | -1,255.3% | -100.0% |
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