+93.7%
PBT vs SPY
+78.4%
+15.4%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.8% | +1.6% |
| 7D | +9.7% | -0.6% | +10.3% | +9.9% |
| 30D | -12.0% | -3.7% | -8.3% | -10.3% |
| 3M | -5.7% | -2.7% | -2.9% | -4.4% |
| 6M | +33.4% | +2.2% | +31.2% | +31.2% |
| YTD | +82.3% | +10.8% | +71.5% | +70.5% |
| 1Y | +57.1% | +11.2% | +45.9% | +46.5% |
| 3Y | +93.7% | +76.5% | +17.3% | +21.4% |
| All | +93.7% | +78.4% | +15.4% | +21.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling