+405.5%
PBAM vs SPY
+312.9%
+92.7%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.3% |
| 7D | -1.1% | -2.7% | +1.6% | -0.7% |
| 30D | -1.8% | -5.4% | +3.6% | -1.1% |
| 3M | -1.3% | -4.1% | +2.8% | -0.7% |
| 6M | +12.6% | +0.7% | +11.9% | +12.6% |
| YTD | +46.7% | +8.7% | +38.1% | +45.3% |
| 1Y | +48.4% | +10.9% | +37.5% | +46.5% |
| 3Y | +148.9% | +75.0% | +73.9% | +133.2% |
| 5Y | +213.6% | +67.8% | +145.8% | +194.8% |
| All | +405.5% | +312.9% | +92.7% | +324.6% |
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