+65.9%
PBI vs SPY
+307.0%
-241.1%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | 0.0% | +0.2% |
| 7D | +0.3% | +2.6% | -2.3% | -3.2% |
| 30D | -6.9% | -2.0% | -4.9% | -4.7% |
| 3M | -6.4% | -2.8% | -3.6% | -3.3% |
| 6M | +2.9% | +2.1% | +0.7% | -1.0% |
| YTD | +50.5% | +11.5% | +39.1% | +28.6% |
| 1Y | +71.8% | +13.5% | +58.4% | +43.1% |
| 3Y | +339.3% | +77.7% | +261.6% | +97.7% |
| 5Y | +137.2% | +72.6% | +64.5% | +12.9% |
| All | +65.9% | +307.0% | -241.1% | -75.2% |
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 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