-7.7%
PBD vs SPY
+628.8%
-636.5%
-78.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.4% |
| 7D | -1.4% | +0.1% | -1.5% | -1.5% |
| 30D | -1.7% | +0.1% | -1.8% | -1.8% |
| 3M | -19.9% | +2.0% | -21.9% | -21.5% |
| 6M | +0.3% | +13.0% | -12.7% | -12.5% |
| YTD | +10.7% | +13.5% | -2.9% | -3.9% |
| 1Y | +28.8% | +20.0% | +8.8% | +5.2% |
| 3Y | +10.8% | +77.2% | -66.4% | -43.1% |
| 5Y | -34.3% | +81.9% | -116.2% | -66.9% |
| 10Y | +91.3% | +314.1% | -222.8% | -64.2% |
| All | -7.7% | +628.8% | -636.5% | -91.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling