+9,655.3%
PBT vs SPY
+3,056.6%
+6,598.8%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.5% | +0.2% |
| 7D | +8.4% | -0.9% | +9.3% | +8.8% |
| 30D | -13.3% | -2.4% | -10.9% | -12.3% |
| 3M | -5.4% | -1.2% | -4.2% | -5.0% |
| 6M | +23.0% | +3.3% | +19.7% | +20.7% |
| YTD | +83.8% | +12.3% | +71.5% | +72.8% |
| 1Y | +60.0% | +12.4% | +47.5% | +50.3% |
| 3Y | +95.3% | +78.8% | +16.5% | +46.7% |
| 5Y | +349.9% | +75.2% | +274.8% | +239.4% |
| 10Y | +657.3% | +311.1% | +346.2% | +293.0% |
| All | +9,655.3% | +3,056.6% | +6,598.8% | +2,047.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling