-97.7%
PBK vs SPY
+49.6%
-147.3%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.4% | -4.6% | -4.5% |
| 7D | +3.1% | +2.6% | +0.5% | +0.4% |
| 30D | -27.8% | -2.0% | -25.8% | -26.1% |
| 3M | -69.9% | -2.8% | -67.2% | -68.9% |
| 6M | -79.1% | +2.1% | -81.2% | -79.2% |
| YTD | -92.5% | +11.5% | -104.0% | -93.0% |
| 1Y | -91.5% | +13.5% | -105.0% | -92.1% |
| All | -97.7% | +49.6% | -147.3% | -98.2% |
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