+208.2%
PBI vs SPY
+3,034.0%
-2,825.8%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | 0.0% | 0.0% |
| 7D | +0.3% | +2.6% | -2.3% | -2.2% |
| 30D | -6.9% | -2.0% | -4.9% | -5.3% |
| 3M | -6.4% | -2.8% | -3.6% | -4.0% |
| 6M | +2.9% | +2.1% | +0.7% | +0.3% |
| YTD | +50.5% | +11.5% | +39.1% | +34.8% |
| 1Y | +71.8% | +13.5% | +58.4% | +51.2% |
| 3Y | +339.3% | +77.7% | +261.6% | +154.5% |
| 5Y | +137.2% | +72.6% | +64.5% | +44.2% |
| 10Y | +63.5% | +308.2% | -244.7% | -49.5% |
| All | +208.2% | +3,034.0% | -2,825.8% | -81.8% |
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