+36.0%
PBFS vs SPY
+13.0%
+23.1%
-10.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.3% | -0.4% |
| 7D | -2.6% | -0.9% | -1.6% | -2.2% |
| 30D | +4.3% | -2.4% | +6.6% | +5.0% |
| 3M | +7.3% | -1.2% | +8.4% | +7.6% |
| 6M | +26.2% | +3.3% | +22.9% | +24.6% |
| YTD | +35.9% | +12.3% | +23.6% | +29.8% |
| 1Y | +36.0% | +12.4% | +23.6% | +29.7% |
| All | +36.0% | +13.0% | +23.1% | +29.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling