+194.4%
PBH vs SPY
+853.9%
-659.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.2% |
| 7D | -0.4% | +0.1% | -0.5% | -0.5% |
| 30D | -1.4% | +0.1% | -1.4% | -1.5% |
| 3M | +15.0% | +2.0% | +13.0% | +12.3% |
| 6M | -24.3% | +13.0% | -37.4% | -32.7% |
| YTD | -15.3% | +13.5% | -28.8% | -25.1% |
| 1Y | -21.7% | +20.0% | -41.7% | -34.2% |
| 3Y | -10.5% | +77.2% | -87.7% | -48.1% |
| 5Y | -9.1% | +81.9% | -91.0% | -50.3% |
| 10Y | +8.9% | +314.1% | -305.2% | -74.9% |
| All | +194.4% | +853.9% | -659.5% | -68.2% |
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