+325.8%
PEY vs SPY
+853.1%
-527.3%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.7% | +0.7% |
| 7D | +0.8% | +2.6% | -1.8% | -1.7% |
| 30D | +7.6% | -2.0% | +9.6% | +9.4% |
| 3M | -0.3% | -2.8% | +2.5% | +2.0% |
| 6M | +17.5% | +2.1% | +15.4% | +14.3% |
| YTD | +26.8% | +11.5% | +15.3% | +13.0% |
| 1Y | +28.4% | +13.5% | +14.9% | +12.4% |
| 3Y | +55.7% | +77.7% | -22.0% | -13.1% |
| 5Y | +50.5% | +72.6% | -22.1% | -15.6% |
| 10Y | +141.6% | +308.2% | -166.5% | -45.3% |
| All | +325.8% | +853.1% | -527.3% | -58.9% |
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 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