+389.6%
PBA vs SPY
+739.3%
-349.7%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.3% | +1.1% | +1.1% |
| 7D | -6.0% | -2.7% | -3.3% | -3.8% |
| 30D | +5.0% | -5.4% | +10.4% | +10.0% |
| 3M | +1.7% | -4.1% | +5.8% | +5.1% |
| 6M | +10.1% | +0.7% | +9.4% | +8.4% |
| YTD | +31.2% | +8.7% | +22.6% | +19.8% |
| 1Y | +30.9% | +10.9% | +20.0% | +17.1% |
| 3Y | +70.0% | +75.0% | -5.0% | -4.5% |
| 5Y | +81.6% | +67.8% | +13.8% | +4.4% |
| 10Y | +177.7% | +312.9% | -135.2% | -29.0% |
| All | +389.6% | +739.3% | -349.7% | -17.7% |
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