+129.2%
PBE vs SPY
+318.9%
-189.7%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.6% | -1.1% | -1.1% |
| 7D | -5.8% | -2.0% | -3.8% | -4.0% |
| 30D | -0.9% | -1.7% | +0.7% | +0.6% |
| 3M | +12.7% | +4.7% | +7.9% | +7.7% |
| 6M | +19.3% | +12.5% | +6.8% | +6.7% |
| YTD | +14.5% | +11.7% | +2.7% | +2.9% |
| 1Y | +35.5% | +17.5% | +18.1% | +16.2% |
| 3Y | +58.8% | +76.6% | -17.8% | -8.2% |
| 5Y | +23.5% | +82.0% | -58.5% | -30.8% |
| All | +129.2% | +318.9% | -189.7% | -52.2% |
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