+464.9%
PBAM vs SPY
+313.2%
+151.7%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +0.7% |
| 7D | +1.6% | +0.1% | +1.5% | +1.6% |
| 30D | +5.1% | +0.1% | +5.0% | +5.1% |
| 3M | +25.2% | +2.0% | +23.2% | +24.9% |
| 6M | +32.9% | +13.0% | +19.9% | +30.9% |
| YTD | +56.6% | +13.5% | +43.1% | +54.2% |
| 1Y | +57.5% | +20.0% | +37.6% | +54.1% |
| 3Y | +177.2% | +77.2% | +100.0% | +159.4% |
| 5Y | +260.5% | +81.9% | +178.7% | +235.5% |
| All | +464.9% | +313.2% | +151.7% | +376.3% |
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