+409.5%
PBAM vs SPY
+315.0%
+94.5%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.4% | -1.6% | +0.5% |
| 7D | -1.0% | +0.1% | -1.0% | -0.9% |
| 30D | -0.2% | -3.3% | +3.1% | +0.2% |
| 3M | -0.8% | -2.4% | +1.6% | -0.5% |
| 6M | +13.5% | +2.6% | +11.0% | +13.2% |
| YTD | +47.9% | +11.2% | +36.7% | +46.0% |
| 1Y | +50.2% | +13.4% | +36.8% | +47.9% |
| 3Y | +159.4% | +79.9% | +79.5% | +142.2% |
| 5Y | +218.7% | +72.2% | +146.5% | +198.6% |
| 10Y | +409.5% | +307.3% | +102.2% | +317.1% |
| All | +409.5% | +315.0% | +94.5% | +317.1% |
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