+13.7%
PBPH vs SPY
+13.8%
-0.1%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.5% | -2.4% | -2.8% |
| 7D | -2.8% | +0.5% | -3.3% | -2.9% |
| 30D | +1.2% | -0.9% | +2.2% | +1.6% |
| 3M | +10.0% | +3.9% | +6.1% | +8.3% |
| 6M | +8.7% | +14.5% | -5.8% | +0.2% |
| YTD | +11.5% | +12.9% | -1.4% | +2.9% |
| All | +13.7% | +13.8% | -0.1% | +4.5% |
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