+148.8%
PBH vs SPY
+843.4%
-694.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.3% | -3.1% | -2.9% |
| 7D | -17.1% | -0.9% | -16.2% | -16.0% |
| 30D | -9.9% | -2.4% | -7.5% | -7.6% |
| 3M | -17.6% | -1.2% | -16.4% | -16.4% |
| 6M | -12.8% | +3.3% | -16.1% | -15.5% |
| YTD | -28.4% | +12.3% | -40.7% | -35.7% |
| 1Y | -27.1% | +12.4% | -39.5% | -34.7% |
| 3Y | -23.4% | +78.8% | -102.2% | -55.7% |
| 5Y | -30.2% | +75.2% | -105.4% | -60.2% |
| 10Y | -11.1% | +311.1% | -322.2% | -79.3% |
| All | +148.8% | +843.4% | -694.5% | -72.7% |
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 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