+403.3%
PBR vs SPXS
-100.0%
+503.3%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.4% | -1.0% | +1.1% |
| 7D | +0.3% | +1.2% | -0.9% | +0.9% |
| 30D | +17.5% | +5.2% | +12.4% | +20.2% |
| 3M | +20.9% | -9.2% | +30.1% | +16.0% |
| 6M | +20.2% | -29.6% | +49.8% | +3.1% |
| YTD | +84.3% | -27.6% | +111.9% | +60.6% |
| 1Y | +77.1% | -36.7% | +113.8% | +46.2% |
| 3Y | +100.8% | -79.8% | +180.6% | +7.5% |
| 5Y | +556.1% | -85.9% | +642.0% | +242.7% |
| 10Y | +676.1% | -99.5% | +775.6% | +25.0% |
| All | +403.3% | -100.0% | +503.3% | -86.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling