+225.7%
PBAM vs SPY
+74.0%
+151.6%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.0% | +1.7% |
| 7D | +3.4% | +3.3% | +0.1% | +3.0% |
| 30D | +1.9% | -2.7% | +4.6% | +2.2% |
| 3M | +1.6% | -1.7% | +3.3% | +1.7% |
| 6M | +17.5% | +3.1% | +14.4% | +17.2% |
| YTD | +51.1% | +11.9% | +39.2% | +49.8% |
| 1Y | +52.8% | +12.0% | +40.8% | +51.4% |
| 3Y | +167.7% | +78.2% | +89.5% | +160.7% |
| 5Y | +225.7% | +73.2% | +152.4% | +212.1% |
| All | +225.7% | +74.0% | +151.6% | +212.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling