+199.7%
PBA vs SPY
+311.8%
-112.1%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.3% | +0.5% | +0.6% |
| 7D | +2.4% | -0.9% | +3.3% | +3.2% |
| 30D | +4.4% | -2.4% | +6.7% | +6.4% |
| 3M | +3.6% | -1.2% | +4.8% | +4.3% |
| 6M | +10.2% | +3.3% | +6.9% | +5.8% |
| YTD | +35.6% | +12.3% | +23.3% | +19.3% |
| 1Y | +36.2% | +12.4% | +23.7% | +19.5% |
| 3Y | +77.9% | +78.8% | -0.9% | -7.2% |
| 5Y | +91.9% | +75.2% | +16.8% | +0.3% |
| 10Y | +199.7% | +311.1% | -111.4% | -39.2% |
| All | +199.7% | +311.8% | -112.1% | -39.2% |
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