-93.9%
PBK vs SPY
+49.9%
-143.9%
-94.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -0.6% | -5.6% | -5.5% |
| 7D | -12.2% | -2.0% | -10.3% | -10.4% |
| 30D | -22.2% | -1.7% | -20.5% | -20.9% |
| 3M | -56.7% | +4.7% | -61.4% | -58.5% |
| 6M | -50.6% | +12.5% | -63.1% | -54.6% |
| YTD | -80.6% | +11.7% | -92.3% | -82.0% |
| 1Y | -81.2% | +17.5% | -98.7% | -83.0% |
| All | -93.9% | +49.9% | -143.9% | -95.3% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling