-97.6%
PBK vs SPY
+50.7%
-148.2%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +1.3% | +6.3% | +6.2% |
| 7D | -11.3% | -0.9% | -10.3% | -10.0% |
| 30D | -33.3% | -2.4% | -31.0% | -31.4% |
| 3M | -68.5% | -1.2% | -67.4% | -68.0% |
| 6M | -78.2% | +3.3% | -81.4% | -78.5% |
| YTD | -92.2% | +12.3% | -104.4% | -92.7% |
| 1Y | -91.1% | +12.4% | -103.6% | -91.8% |
| All | -97.6% | +50.7% | -148.2% | -98.1% |
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