+1,573.8%
PBR vs SPY
+729.1%
+844.7%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.5% | -1.4% |
| 7D | +8.6% | +0.1% | +8.5% | +8.3% |
| 30D | +12.8% | +0.1% | +12.7% | +12.5% |
| 3M | +14.7% | +2.0% | +12.7% | +10.7% |
| 6M | +25.2% | +13.0% | +12.2% | +4.2% |
| YTD | +77.1% | +13.5% | +63.6% | +46.3% |
| 1Y | +69.6% | +20.0% | +49.6% | +29.5% |
| 3Y | +95.6% | +77.2% | +18.4% | -15.5% |
| 5Y | +501.8% | +81.9% | +419.9% | +133.8% |
| 10Y | +640.6% | +314.1% | +326.5% | -1.5% |
| All | +1,573.8% | +729.1% | +844.7% | -8.6% |
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