+82.8%
PBD vs SPY
+304.1%
-221.3%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.2% | -1.1% |
| 7D | -0.3% | -0.6% | +0.3% | +0.4% |
| 30D | -8.5% | -3.7% | -4.8% | -4.6% |
| 3M | -15.3% | -2.7% | -12.6% | -12.6% |
| 6M | -29.4% | +2.2% | -31.6% | -30.6% |
| YTD | -3.8% | +10.8% | -14.6% | -13.1% |
| 1Y | -9.5% | +11.2% | -20.7% | -18.5% |
| 3Y | +20.2% | +76.5% | -56.3% | -33.9% |
| 5Y | -45.0% | +72.9% | -117.9% | -68.8% |
| 10Y | +82.8% | +304.8% | -222.0% | -51.6% |
| All | +82.8% | +304.1% | -221.3% | -51.6% |
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