+63.4%
PABU vs SPY
+79.3%
-15.9%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.4% |
| 7D | +2.4% | +2.6% | -0.2% | -0.3% |
| 30D | -3.3% | -2.0% | -1.3% | -1.2% |
| 3M | -3.6% | -2.8% | -0.8% | -0.5% |
| 6M | +0.4% | +2.1% | -1.7% | -1.6% |
| YTD | +5.5% | +11.5% | -6.0% | -5.7% |
| 1Y | +6.8% | +13.5% | -6.6% | -6.3% |
| 3Y | +63.3% | +77.7% | -14.4% | -10.9% |
| All | +63.4% | +79.3% | -15.9% | -11.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling