+91.6%
PBD vs SPY
+312.5%
-220.9%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.2% |
| 7D | +1.9% | -0.4% | +2.3% | +2.3% |
| 30D | -2.4% | -1.4% | -1.0% | -1.0% |
| 3M | -11.8% | +3.7% | -15.5% | -15.0% |
| 6M | +1.7% | +13.0% | -11.3% | -10.1% |
| YTD | +10.9% | +12.4% | -1.5% | -1.4% |
| 1Y | +27.4% | +18.5% | +8.9% | +7.4% |
| 3Y | +16.2% | +77.6% | -61.4% | -36.5% |
| 5Y | -33.3% | +81.7% | -115.0% | -64.0% |
| 10Y | +91.6% | +319.7% | -228.0% | -50.5% |
| All | +91.6% | +312.5% | -220.9% | -50.5% |
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