+164.9%
PBP vs SPY
+625.6%
-460.7%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | +0.1% |
| 7D | +0.3% | +0.1% | +0.2% | +0.2% |
| 30D | +1.3% | +0.1% | +1.2% | +1.2% |
| 3M | +4.9% | +2.0% | +2.9% | +3.5% |
| 6M | +8.0% | +13.0% | -5.0% | +0.1% |
| YTD | +10.1% | +13.5% | -3.4% | +1.8% |
| 1Y | +19.8% | +20.0% | -0.2% | +6.9% |
| 3Y | +46.4% | +77.2% | -30.8% | +2.6% |
| 5Y | +49.1% | +81.9% | -32.8% | +1.8% |
| 10Y | +104.9% | +314.1% | -209.1% | -15.5% |
| All | +164.9% | +625.6% | -460.7% | -19.7% |
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