+1,590.0%
PBR vs SPYG
+553.6%
+1,036.4%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-10.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.8% | +3.0% | +3.0% |
| 7D | +4.2% | -1.8% | +6.1% | +6.1% |
| 30D | +22.7% | -1.9% | +24.7% | +24.8% |
| 3M | +21.5% | +5.2% | +16.4% | +14.5% |
| 6M | +24.0% | +15.6% | +8.4% | +4.8% |
| YTD | +88.2% | +12.4% | +75.8% | +63.0% |
| 1Y | +74.8% | +17.5% | +57.4% | +44.0% |
| 3Y | +105.1% | +98.1% | +7.1% | -5.5% |
| 5Y | +572.2% | +84.9% | +487.3% | +208.2% |
| 10Y | +692.7% | +417.7% | +275.0% | +27.4% |
| All | +1,590.0% | +553.6% | +1,036.4% | +15.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 1990-01-01 to 2026-09-10: compounded portfolio wealth divided by compounded SPYG 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…
1990-01-01 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling