-100.0%
PBM vs SPY
+71.9%
-171.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.4% | +2.1% | +2.1% |
| 7D | +6.2% | +2.6% | +3.7% | +4.1% |
| 30D | -23.8% | -2.0% | -21.9% | -22.4% |
| 3M | -11.7% | -2.8% | -8.9% | -9.5% |
| 6M | -39.1% | +2.1% | -41.2% | -39.9% |
| YTD | -89.3% | +11.5% | -100.8% | -89.3% |
| 1Y | -97.1% | +13.5% | -110.6% | -97.1% |
| 3Y | -100.0% | +77.7% | -177.7% | -100.0% |
| All | -100.0% | +71.9% | -171.9% | -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