-11.1%
PBH vs SPY
+311.8%
-322.9%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.3% | -3.1% | -2.6% |
| 7D | -17.1% | -0.9% | -16.2% | -16.3% |
| 30D | -9.9% | -2.4% | -7.5% | -8.2% |
| 3M | -17.6% | -1.2% | -16.4% | -16.7% |
| 6M | -12.8% | +3.3% | -16.1% | -14.6% |
| YTD | -28.4% | +12.3% | -40.7% | -33.7% |
| 1Y | -27.1% | +12.4% | -39.5% | -32.6% |
| 3Y | -23.4% | +78.8% | -102.2% | -48.5% |
| 5Y | -30.2% | +75.2% | -105.4% | -53.1% |
| 10Y | -11.1% | +311.1% | -322.2% | -72.3% |
| All | -11.1% | +311.8% | -322.9% | -72.3% |
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