-100.0%
PBM vs SPY
+75.5%
-175.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.6% | +3.3% | +3.7% |
| 7D | +12.2% | -2.0% | +14.2% | +15.9% |
| 30D | +46.2% | -1.7% | +47.8% | +49.9% |
| 3M | +51.5% | +4.7% | +46.8% | +39.6% |
| 6M | +98.0% | +12.5% | +85.5% | +61.9% |
| YTD | -83.1% | +11.7% | -94.8% | -83.4% |
| 1Y | -96.0% | +17.5% | -113.5% | -96.3% |
| All | -100.0% | +75.5% | -175.5% | -100.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling