+1,425.7%
PBR vs SPY
+714.1%
+711.6%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.8% |
| 7D | -1.0% | +2.6% | -3.6% | -4.5% |
| 30D | -29.3% | -2.0% | -27.3% | -28.0% |
| 3M | +5.5% | -2.8% | +8.3% | +8.3% |
| 6M | -2.9% | +2.1% | -5.0% | -7.5% |
| YTD | +61.5% | +11.5% | +50.0% | +35.2% |
| 1Y | +46.9% | +13.5% | +33.4% | +19.9% |
| 3Y | +66.4% | +77.7% | -11.3% | -29.0% |
| 5Y | +460.3% | +72.6% | +387.7% | +132.5% |
| 10Y | +564.6% | +308.2% | +256.5% | -11.4% |
| All | +1,425.7% | +714.1% | +711.6% | -15.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling