+1,953.8%
PB vs SPY
+1,009.8%
+944.0%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.9% |
| 7D | +0.7% | +0.1% | +0.6% | +0.6% |
| 30D | -2.4% | +0.1% | -2.5% | -2.5% |
| 3M | +6.8% | +2.0% | +4.8% | +4.5% |
| 6M | +6.2% | +13.0% | -6.8% | -5.3% |
| YTD | +7.2% | +13.5% | -6.3% | -4.9% |
| 1Y | +9.5% | +20.0% | -10.4% | -7.6% |
| 3Y | +38.2% | +77.2% | -39.0% | -18.6% |
| 5Y | +22.6% | +81.9% | -59.3% | -30.4% |
| 10Y | +73.5% | +314.1% | -240.6% | -51.0% |
| All | +1,953.8% | +1,009.8% | +944.0% | +194.8% |
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