+1,455.2%
PEO vs SPY
+3,091.8%
-1,636.6%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -1.0% |
| 7D | +2.0% | +0.1% | +1.9% | +2.0% |
| 30D | +10.2% | +0.1% | +10.2% | +10.1% |
| 3M | +11.0% | +2.0% | +9.0% | +9.0% |
| 6M | +12.0% | +13.0% | -1.1% | +1.4% |
| YTD | +41.0% | +13.5% | +27.5% | +27.2% |
| 1Y | +44.0% | +20.0% | +24.0% | +24.5% |
| 3Y | +62.9% | +77.2% | -14.3% | +4.5% |
| 5Y | +182.7% | +81.9% | +100.8% | +75.6% |
| 10Y | +188.2% | +314.1% | -125.9% | +1.9% |
| All | +1,455.2% | +3,091.8% | -1,636.6% | +129.5% |
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