+751.4%
PBT vs SPY
+318.9%
+432.5%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.4% | +1.2% |
| 7D | +3.3% | -2.0% | +5.3% | +4.7% |
| 30D | +8.7% | -1.7% | +10.4% | +9.9% |
| 3M | +23.8% | +4.7% | +19.0% | +19.8% |
| 6M | +79.7% | +12.5% | +67.2% | +64.7% |
| YTD | +111.2% | +11.7% | +99.5% | +94.5% |
| 1Y | +97.8% | +17.5% | +80.3% | +75.6% |
| 3Y | +82.5% | +76.6% | +5.9% | +21.5% |
| 5Y | +714.3% | +82.0% | +632.3% | +424.9% |
| All | +751.4% | +318.9% | +432.5% | +204.3% |
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