+91.3%
PBA vs SPY
+72.1%
+19.1%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.7% |
| 7D | +4.2% | +2.6% | +1.6% | +2.9% |
| 30D | +3.7% | -2.0% | +5.7% | +4.6% |
| 3M | +4.0% | -2.8% | +6.8% | +5.3% |
| 6M | +8.9% | +2.1% | +6.8% | +7.2% |
| YTD | +36.7% | +11.5% | +25.2% | +28.2% |
| 1Y | +37.8% | +13.5% | +24.3% | +27.9% |
| 3Y | +78.5% | +77.7% | +0.8% | +22.9% |
| All | +91.3% | +72.1% | +19.1% | +30.4% |
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