+4.2%
PBH vs SPY
+312.5%
-308.3%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.7% | -1.9% |
| 7D | -7.8% | -0.4% | -7.5% | -7.6% |
| 30D | -8.1% | -1.4% | -6.7% | -7.3% |
| 3M | +0.1% | +3.7% | -3.6% | -2.5% |
| 6M | -26.4% | +13.0% | -39.4% | -32.4% |
| YTD | -21.1% | +12.4% | -33.5% | -27.2% |
| 1Y | -26.2% | +18.5% | -44.8% | -34.4% |
| 3Y | -14.1% | +77.6% | -91.7% | -42.3% |
| 5Y | -10.7% | +81.7% | -92.4% | -42.1% |
| 10Y | +4.2% | +319.7% | -315.5% | -67.7% |
| All | +4.2% | +312.5% | -308.3% | -67.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling