+46.5%
PBHC vs SPY
+78.1%
-31.5%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.4% | +2.5% | +2.2% |
| 7D | +2.0% | +2.6% | -0.6% | +1.5% |
| 30D | +2.7% | -2.0% | +4.7% | +3.1% |
| 3M | +5.6% | -2.8% | +8.3% | +6.1% |
| 6M | +27.8% | +2.1% | +25.7% | +26.8% |
| YTD | +24.1% | +11.5% | +12.6% | +20.1% |
| 1Y | +18.1% | +13.5% | +4.7% | +13.8% |
| 3Y | +46.5% | +77.7% | -31.2% | +19.9% |
| All | +46.5% | +78.1% | -31.5% | +19.9% |
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 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