+78.6%
PFEB vs SPY
+161.3%
-82.8%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | +0.1% |
| 7D | +0.3% | +0.1% | +0.1% | +0.2% |
| 30D | +0.6% | +0.1% | +0.6% | +0.6% |
| 3M | +2.1% | +2.0% | +0.2% | +1.0% |
| 6M | +7.2% | +13.0% | -5.8% | +0.5% |
| YTD | +8.2% | +13.5% | -5.4% | +1.1% |
| 1Y | +12.4% | +20.0% | -7.5% | +2.1% |
| 3Y | +41.1% | +77.2% | -36.0% | +3.5% |
| 5Y | +53.2% | +81.9% | -28.7% | +9.5% |
| All | +78.6% | +161.3% | -82.8% | -2.1% |
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