+191.0%
PEO vs SPY
+308.5%
-117.5%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.6% | +1.5% |
| 7D | +4.1% | +3.3% | +0.8% | +1.3% |
| 30D | -3.5% | -2.7% | -0.8% | -1.5% |
| 3M | +2.8% | -1.7% | +4.5% | +3.9% |
| 6M | +11.2% | +3.1% | +8.1% | +7.3% |
| YTD | +38.8% | +11.9% | +27.0% | +24.0% |
| 1Y | +40.2% | +12.0% | +28.2% | +25.0% |
| 3Y | +76.9% | +78.2% | -1.3% | +1.2% |
| 5Y | +138.9% | +73.2% | +65.7% | +38.2% |
| All | +191.0% | +308.5% | -117.5% | -24.0% |
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 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