-100.0%
PED vs SPY
+1,186.0%
-1,286.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.3% |
| 7D | +8.0% | +0.1% | +7.9% | +7.9% |
| 30D | +43.3% | +0.1% | +43.2% | +43.3% |
| 3M | +4.1% | +2.0% | +2.1% | +3.2% |
| 6M | +21.9% | +13.0% | +8.9% | +16.1% |
| YTD | +28.0% | +13.5% | +14.5% | +21.7% |
| 1Y | +15.6% | +20.0% | -4.3% | +7.9% |
| 3Y | -27.6% | +77.2% | -104.8% | -40.8% |
| 5Y | -39.7% | +81.9% | -121.6% | -51.2% |
| 10Y | -68.8% | +314.1% | -382.9% | -80.1% |
| All | -100.0% | +1,186.0% | -1,286.0% | -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