+25.7%
PBFS vs SPY
+187.0%
-161.3%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.4% | +3.2% | +3.1% |
| 7D | +5.2% | +0.1% | +5.1% | +5.1% |
| 30D | +8.0% | +0.1% | +7.9% | +7.9% |
| 3M | +14.9% | +2.0% | +12.9% | +13.2% |
| 6M | +26.0% | +13.0% | +13.0% | +16.3% |
| YTD | +37.5% | +13.5% | +24.0% | +26.4% |
| 1Y | +40.5% | +20.0% | +20.5% | +24.3% |
| 3Y | +104.9% | +77.2% | +27.7% | +36.8% |
| 5Y | +41.2% | +81.9% | -40.7% | -9.1% |
| All | +25.7% | +187.0% | -161.3% | -46.7% |
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 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