-10.2%
PBH vs SPY
+81.8%
-92.0%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.5% | -4.2% | -4.5% |
| 7D | -5.4% | +0.5% | -6.0% | -5.6% |
| 30D | -9.2% | -0.9% | -8.3% | -8.9% |
| 3M | +4.3% | +3.9% | +0.5% | +2.5% |
| 6M | -25.9% | +14.5% | -40.4% | -30.5% |
| YTD | -19.3% | +12.9% | -32.2% | -23.9% |
| 1Y | -24.3% | +19.4% | -43.7% | -30.5% |
| 3Y | -12.2% | +78.5% | -90.6% | -33.2% |
| 5Y | -10.2% | +81.8% | -92.0% | -34.1% |
| All | -10.2% | +81.8% | -92.0% | -34.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling