+30.9%
PBA vs SPY
+9.9%
+21.0%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.3% | +1.1% | +1.4% |
| 7D | -6.0% | -2.7% | -3.3% | -6.2% |
| 30D | +5.0% | -5.4% | +10.4% | +4.2% |
| 3M | +1.7% | -4.1% | +5.8% | +1.2% |
| 6M | +10.1% | +0.7% | +9.4% | +10.5% |
| YTD | +31.2% | +8.7% | +22.6% | +32.6% |
| 1Y | +30.9% | +10.9% | +20.0% | +31.8% |
| All | +30.9% | +9.9% | +21.0% | +31.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling