+23.6%
PBFS vs SPY
+173.8%
-150.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -4.4% | +1.4% | -0.2% |
| 7D | +0.6% | -4.7% | +5.4% | +3.7% |
| 30D | +4.0% | -5.9% | +9.9% | +8.0% |
| 3M | +6.2% | -4.5% | +10.7% | +9.2% |
| 6M | +27.1% | +1.8% | +25.3% | +25.2% |
| YTD | +35.3% | +8.3% | +26.9% | +27.9% |
| 1Y | +36.1% | +9.3% | +26.7% | +27.8% |
| 3Y | +119.7% | +74.9% | +44.8% | +47.5% |
| 5Y | +40.3% | +67.3% | -27.0% | -3.8% |
| All | +23.6% | +173.8% | -150.2% | -46.0% |
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