+68.4%
PEO vs SPY
+75.1%
-6.6%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.2% | +0.4% |
| 7D | -9.7% | -2.7% | -7.0% | -8.6% |
| 30D | -2.3% | -5.4% | +3.1% | +0.1% |
| 3M | +4.1% | -4.1% | +8.1% | +5.8% |
| 6M | +8.1% | +0.7% | +7.4% | +7.1% |
| YTD | +34.2% | +8.7% | +25.5% | +27.1% |
| 1Y | +39.6% | +10.9% | +28.7% | +30.4% |
| 3Y | +68.4% | +75.0% | -6.6% | +17.9% |
| All | +68.4% | +75.1% | -6.6% | +17.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling