+662.0%
PBR vs SPY
+322.5%
+339.6%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.7% | -1.8% |
| 7D | +5.4% | -0.8% | +6.1% | +6.2% |
| 30D | +22.9% | -1.1% | +23.9% | +24.1% |
| 3M | +19.6% | +3.9% | +15.8% | +13.9% |
| 6M | +16.5% | +13.6% | +2.9% | -0.9% |
| YTD | +86.7% | +12.7% | +74.0% | +60.0% |
| 1Y | +74.7% | +17.5% | +57.2% | +42.1% |
| 3Y | +102.6% | +76.9% | +25.7% | -3.4% |
| 5Y | +566.6% | +83.6% | +483.0% | +186.6% |
| All | +662.0% | +322.5% | +339.6% | -16.7% |
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 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