+181.9%
PEO vs SPY
+311.3%
-129.4%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.6% | +1.5% |
| 7D | +0.4% | +0.5% | -0.2% | -0.1% |
| 30D | +10.8% | -0.9% | +11.8% | +11.6% |
| 3M | +13.4% | +3.9% | +9.5% | +9.3% |
| 6M | +15.0% | +14.5% | +0.5% | +1.1% |
| YTD | +42.6% | +12.9% | +29.6% | +26.7% |
| 1Y | +48.2% | +19.4% | +28.8% | +25.0% |
| 3Y | +64.4% | +78.5% | -14.1% | -6.0% |
| 5Y | +190.8% | +81.8% | +109.1% | +60.2% |
| 10Y | +181.9% | +311.5% | -129.6% | -32.2% |
| All | +181.9% | +311.3% | -129.4% | -32.2% |
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