-100.0%
PBM vs SPY
+75.1%
-175.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.4% | +2.9% | +2.8% |
| 7D | +7.8% | +0.1% | +7.7% | +7.7% |
| 30D | +38.0% | +0.1% | +37.9% | +37.8% |
| 3M | +23.0% | +2.0% | +21.0% | +21.2% |
| 6M | +75.3% | +13.0% | +62.3% | +59.5% |
| YTD | -84.6% | +13.5% | -98.1% | -84.9% |
| 1Y | -95.5% | +20.0% | -115.5% | -95.7% |
| 3Y | -100.0% | +77.2% | -177.2% | -100.0% |
| All | -100.0% | +75.1% | -175.1% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling