+97.8%
PBT vs SPY
+18.8%
+79.0%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.8% | +1.3% |
| 7D | +2.9% | -0.4% | +3.2% | +2.9% |
| 30D | +8.4% | -1.4% | +9.8% | +8.4% |
| 3M | +28.4% | +3.7% | +24.7% | +28.5% |
| 6M | +73.5% | +13.0% | +60.5% | +73.2% |
| YTD | +109.6% | +12.4% | +97.2% | +109.7% |
| 1Y | +97.8% | +18.5% | +79.2% | +97.7% |
| All | +97.8% | +18.8% | +79.0% | +97.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling