-91.1%
PBK vs SPY
+13.0%
-104.1%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +1.3% | +6.3% | +4.3% |
| 7D | -11.3% | -0.9% | -10.3% | -8.6% |
| 30D | -33.3% | -2.4% | -31.0% | -28.8% |
| 3M | -68.5% | -1.2% | -67.4% | -67.6% |
| 6M | -78.2% | +3.3% | -81.4% | -79.8% |
| YTD | -92.2% | +12.3% | -104.4% | -94.0% |
| 1Y | -91.1% | +12.4% | -103.6% | -93.3% |
| All | -91.1% | +13.0% | -104.1% | -93.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling