+12.0%
PB vs SPY
+74.0%
-62.0%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.2% | -0.3% |
| 7D | +0.9% | +3.3% | -2.4% | -1.4% |
| 30D | +9.5% | -2.7% | +12.2% | +11.5% |
| 3M | -1.6% | -1.7% | +0.1% | -0.6% |
| 6M | +9.0% | +3.1% | +5.9% | +6.0% |
| YTD | +7.8% | +11.9% | -4.1% | -1.5% |
| 1Y | +11.9% | +12.0% | -0.1% | +2.1% |
| 3Y | +45.4% | +78.2% | -32.7% | -7.2% |
| 5Y | +12.0% | +73.2% | -61.2% | -27.6% |
| All | +12.0% | +74.0% | -62.0% | -27.6% |
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