+43.4%
PBFS vs SPY
+67.4%
-24.0%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.3% | +0.5% |
| 7D | +1.8% | -2.7% | +4.5% | +2.8% |
| 30D | +5.9% | -5.4% | +11.3% | +8.0% |
| 3M | +6.3% | -4.1% | +10.3% | +7.8% |
| 6M | +25.6% | +0.7% | +24.9% | +25.1% |
| YTD | +36.1% | +8.7% | +27.5% | +31.7% |
| 1Y | +39.5% | +10.9% | +28.7% | +34.0% |
| 3Y | +118.5% | +75.0% | +43.5% | +77.2% |
| All | +43.4% | +67.4% | -24.0% | +13.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling