+153.4%
PBH vs SPY
+831.1%
-677.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.4% | +3.3% | +3.3% |
| 7D | -9.2% | -0.6% | -8.6% | -8.2% |
| 30D | -6.8% | -3.7% | -3.1% | -3.2% |
| 3M | -15.2% | -2.7% | -12.4% | -12.6% |
| 6M | -14.4% | +2.2% | -16.6% | -16.2% |
| YTD | -27.1% | +10.8% | -37.9% | -33.8% |
| 1Y | -25.6% | +11.2% | -36.9% | -32.7% |
| 3Y | -22.0% | +76.5% | -98.5% | -54.4% |
| 5Y | -27.6% | +72.9% | -100.5% | -58.3% |
| 10Y | -9.0% | +304.8% | -313.8% | -78.5% |
| All | +153.4% | +831.1% | -677.7% | -71.9% |
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