+51.2%
PEY vs SPY
+74.7%
-23.5%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.4% | -0.9% |
| 7D | -1.5% | -0.9% | -0.6% | -1.1% |
| 30D | +8.8% | -2.4% | +11.1% | +10.2% |
| 3M | +1.8% | -1.2% | +3.0% | +2.3% |
| 6M | +16.2% | +3.3% | +12.9% | +13.5% |
| YTD | +27.4% | +12.3% | +15.1% | +17.8% |
| 1Y | +28.0% | +12.4% | +15.6% | +18.3% |
| 3Y | +55.3% | +78.8% | -23.5% | +5.9% |
| All | +51.2% | +74.7% | -23.5% | +1.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling