+600.1%
PBE vs SPY
+833.4%
-233.3%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -0.7% |
| 7D | +1.4% | +0.1% | +1.3% | +1.3% |
| 30D | +6.5% | +0.1% | +6.4% | +6.4% |
| 3M | +17.1% | +2.0% | +15.1% | +14.6% |
| 6M | +22.5% | +13.0% | +9.5% | +9.0% |
| YTD | +20.1% | +13.5% | +6.6% | +6.3% |
| 1Y | +41.7% | +20.0% | +21.7% | +18.9% |
| 3Y | +61.1% | +77.2% | -16.1% | -7.1% |
| 5Y | +26.3% | +81.9% | -55.5% | -29.2% |
| 10Y | +150.0% | +314.1% | -164.0% | -35.7% |
| All | +600.1% | +833.4% | -233.3% | -18.1% |
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