-93.5%
PBK vs SPY
+51.5%
-145.0%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.3% | +0.3% |
| 7D | -9.3% | +0.5% | -9.9% | -9.8% |
| 30D | -23.3% | -0.9% | -22.3% | -22.6% |
| 3M | -58.8% | +3.9% | -62.7% | -60.2% |
| 6M | -45.9% | +14.5% | -60.4% | -51.1% |
| YTD | -79.1% | +12.9% | -92.0% | -80.8% |
| 1Y | -80.3% | +19.4% | -99.6% | -82.4% |
| All | -93.5% | +51.5% | -145.0% | -95.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling