+9,579.5%
PBT vs SPY
+3,015.5%
+6,564.0%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -10.5% |
| 3M | -5.7% | -2.7% | -2.9% | -4.5% |
| 6M | +33.4% | +2.2% | +31.2% | +31.6% |
| YTD | +82.3% | +10.8% | +71.5% | +72.5% |
| 1Y | +57.1% | +11.2% | +45.9% | +48.4% |
| 3Y | +93.7% | +76.5% | +17.3% | +46.5% |
| 5Y | +344.3% | +72.9% | +271.3% | +237.2% |
| 10Y | +647.1% | +304.8% | +342.3% | +290.5% |
| All | +9,579.5% | +3,015.5% | +6,564.0% | +2,044.2% |
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