+403.1%
PBAM vs SPY
+311.8%
+91.4%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.3% | -2.4% | -1.3% |
| 7D | -2.2% | -0.9% | -1.3% | -2.1% |
| 30D | -0.1% | -2.4% | +2.3% | +0.2% |
| 3M | -0.1% | -1.2% | +1.1% | 0.0% |
| 6M | +15.0% | +3.3% | +11.7% | +14.5% |
| YTD | +48.7% | +12.3% | +36.4% | +46.6% |
| 1Y | +50.6% | +12.4% | +38.1% | +48.4% |
| 3Y | +163.3% | +78.8% | +84.5% | +145.9% |
| 5Y | +220.9% | +75.2% | +145.8% | +199.9% |
| 10Y | +403.1% | +311.1% | +92.0% | +309.6% |
| All | +403.1% | +311.8% | +91.4% | +309.6% |
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