+244.0%
PBI vs SPY
+3,091.8%
-2,847.8%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.7% |
| 7D | +1.1% | +0.1% | +1.0% | +1.0% |
| 30D | -4.4% | +0.1% | -4.4% | -4.4% |
| 3M | +4.5% | +2.0% | +2.6% | +2.3% |
| 6M | +62.5% | +13.0% | +49.5% | +44.0% |
| YTD | +68.0% | +13.5% | +54.5% | +48.3% |
| 1Y | +46.5% | +20.0% | +26.5% | +22.7% |
| 3Y | +484.2% | +77.2% | +407.0% | +241.2% |
| 5Y | +186.1% | +81.9% | +104.2% | +66.4% |
| 10Y | +46.5% | +314.1% | -267.6% | -55.2% |
| All | +244.0% | +3,091.8% | -2,847.8% | -80.0% |
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 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