+709.7%
PBT vs SPY
+81.8%
+628.0%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.5% | +2.4% | +2.2% |
| 7D | +2.2% | +0.5% | +1.7% | +1.9% |
| 30D | +8.8% | -0.9% | +9.8% | +9.4% |
| 3M | +20.8% | +3.9% | +16.9% | +17.9% |
| 6M | +71.0% | +14.5% | +56.5% | +56.8% |
| YTD | +106.8% | +12.9% | +93.9% | +91.3% |
| 1Y | +99.0% | +19.4% | +79.7% | +77.4% |
| 3Y | +78.7% | +78.5% | +0.2% | +24.0% |
| 5Y | +709.7% | +81.8% | +628.0% | +470.4% |
| All | +709.7% | +81.8% | +628.0% | +470.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling