+542.7%
PBR vs SPXS
-86.0%
+628.6%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.4% | +1.6% | -1.2% |
| 7D | +5.4% | +2.5% | +2.9% | +5.8% |
| 30D | +22.9% | +4.2% | +18.7% | +23.7% |
| 3M | +19.6% | -9.3% | +29.0% | +17.9% |
| 6M | +16.5% | -30.7% | +47.2% | +9.9% |
| YTD | +86.7% | -28.1% | +114.7% | +77.7% |
| 1Y | +74.7% | -35.1% | +109.8% | +63.8% |
| 3Y | +102.6% | -79.6% | +182.2% | +61.7% |
| All | +542.7% | -86.0% | +628.6% | +421.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 5y: compounded portfolio wealth divided by compounded SPXS 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…
5y analysis · Full analysis span regression · 6 months rolling