+137.9%
PBI vs SPY
+74.0%
+63.9%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.5% | -1.5% |
| 7D | -0.1% | +3.3% | -3.4% | -3.9% |
| 30D | -8.0% | -2.7% | -5.3% | -5.2% |
| 3M | -5.8% | -1.7% | -4.0% | -4.1% |
| 6M | +3.4% | +3.1% | +0.3% | -1.2% |
| YTD | +51.0% | +11.9% | +39.1% | +30.1% |
| 1Y | +70.7% | +12.0% | +58.7% | +46.8% |
| 3Y | +328.7% | +78.2% | +250.5% | +102.5% |
| 5Y | +137.9% | +73.2% | +64.7% | +17.0% |
| All | +137.9% | +74.0% | +63.9% | +17.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling