-91.1%
PBK vs SPY
+12.5%
-103.5%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.9% |
| 7D | +0.7% | +3.3% | -2.6% | -7.4% |
| 30D | -32.1% | -2.7% | -29.4% | -26.7% |
| 3M | -67.7% | -1.7% | -66.0% | -66.2% |
| 6M | -76.6% | +3.1% | -79.7% | -78.4% |
| YTD | -92.2% | +11.9% | -104.0% | -94.0% |
| All | -91.1% | +12.5% | -103.5% | -93.1% |
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 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