-18.4%
PBD vs SPY
+620.8%
-639.2%
-78.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.3% | +0.4% | +0.2% |
| 7D | -0.8% | -0.9% | +0.1% | +0.3% |
| 30D | -5.5% | -2.4% | -3.1% | -2.7% |
| 3M | -14.3% | -1.2% | -13.1% | -13.0% |
| 6M | -29.0% | +3.3% | -32.3% | -31.2% |
| YTD | -2.2% | +12.3% | -14.5% | -13.8% |
| 1Y | -7.0% | +12.4% | -19.4% | -18.1% |
| 3Y | +22.3% | +78.8% | -56.6% | -37.8% |
| 5Y | -45.6% | +75.2% | -120.8% | -71.3% |
| 10Y | +86.5% | +311.1% | -224.6% | -64.7% |
| All | -18.4% | +620.8% | -639.2% | -92.5% |
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 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