+10,679.7%
PBT vs SPY
+3,091.8%
+7,587.9%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.3% | -0.5% |
| 7D | +1.1% | +0.1% | +1.0% | +1.1% |
| 30D | -1.0% | +0.1% | -1.0% | -1.0% |
| 3M | +17.7% | +2.0% | +15.7% | +16.4% |
| 6M | +65.2% | +13.0% | +52.2% | +55.1% |
| YTD | +103.1% | +13.5% | +89.5% | +90.1% |
| 1Y | +94.1% | +20.0% | +74.2% | +76.8% |
| 3Y | +77.9% | +77.2% | +0.8% | +34.4% |
| 5Y | +666.9% | +81.9% | +585.0% | +468.9% |
| 10Y | +772.1% | +314.1% | +458.0% | +351.2% |
| All | +10,679.7% | +3,091.8% | +7,587.9% | +2,262.7% |
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 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