+50.2%
PBI vs SPY
+318.9%
-268.7%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -0.4% |
| 7D | -3.5% | -2.0% | -1.5% | -0.9% |
| 30D | +2.6% | -1.7% | +4.3% | +4.9% |
| 3M | +0.9% | +4.7% | -3.8% | -5.4% |
| 6M | +62.2% | +12.5% | +49.7% | +37.4% |
| YTD | +63.9% | +11.7% | +52.1% | +40.2% |
| 1Y | +53.8% | +17.5% | +36.3% | +22.9% |
| 3Y | +550.9% | +76.6% | +474.3% | +197.3% |
| 5Y | +195.4% | +82.0% | +113.4% | +31.0% |
| All | +50.2% | +318.9% | -268.7% | -78.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling