+647.1%
PBT vs SPY
+304.1%
+343.0%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.8% | +1.7% |
| 7D | +9.7% | -0.6% | +10.3% | +10.0% |
| 30D | -12.0% | -3.7% | -8.3% | -9.9% |
| 3M | -5.7% | -2.7% | -2.9% | -4.1% |
| 6M | +33.4% | +2.2% | +31.2% | +30.8% |
| YTD | +82.3% | +10.8% | +71.5% | +68.5% |
| 1Y | +57.1% | +11.2% | +45.9% | +44.8% |
| 3Y | +93.7% | +76.5% | +17.3% | +28.7% |
| 5Y | +344.3% | +72.9% | +271.3% | +196.5% |
| 10Y | +647.1% | +304.8% | +342.3% | +154.1% |
| All | +647.1% | +304.1% | +343.0% | +154.1% |
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