+542.7%
PBR vs SPYG
+85.2%
+457.4%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.7% | -1.1% |
| 7D | +5.4% | -0.9% | +6.3% | +5.6% |
| 30D | +22.9% | -1.5% | +24.4% | +23.4% |
| 3M | +19.6% | +3.7% | +15.9% | +18.0% |
| 6M | +16.5% | +16.4% | +0.1% | +10.3% |
| YTD | +86.7% | +13.3% | +73.3% | +78.2% |
| 1Y | +74.7% | +17.9% | +56.8% | +64.3% |
| 3Y | +102.6% | +98.3% | +4.2% | +57.1% |
| All | +542.7% | +85.2% | +457.4% | +409.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling