-22.0%
PBH vs SPY
+78.4%
-100.4%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.4% | +3.3% | +3.2% |
| 7D | -9.2% | -0.6% | -8.6% | -8.5% |
| 30D | -6.8% | -3.7% | -3.1% | -4.9% |
| 3M | -15.2% | -2.7% | -12.4% | -13.8% |
| 6M | -14.4% | +2.2% | -16.6% | -15.0% |
| YTD | -27.1% | +10.8% | -37.9% | -30.5% |
| 1Y | -25.6% | +11.2% | -36.9% | -29.2% |
| 3Y | -22.0% | +76.5% | -98.5% | -44.3% |
| All | -22.0% | +78.4% | -100.4% | -44.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling