+575.8%
PBR vs SPY
+307.0%
+268.7%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.7% |
| 7D | -1.0% | +2.6% | -3.6% | -3.9% |
| 30D | -29.3% | -2.0% | -27.3% | -28.2% |
| 3M | +5.5% | -2.8% | +8.3% | +7.9% |
| 6M | -2.9% | +2.1% | -5.0% | -6.7% |
| YTD | +61.5% | +11.5% | +50.0% | +39.3% |
| 1Y | +46.9% | +13.5% | +33.4% | +23.9% |
| 3Y | +66.4% | +77.7% | -11.3% | -21.0% |
| 5Y | +460.3% | +72.6% | +387.7% | +165.9% |
| All | +575.8% | +307.0% | +268.7% | -1.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling