+33.7%
PBTP vs SPY
+246.7%
-213.0%
-5.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.4% | -2.5% | -0.2% |
| 7D | -0.3% | +0.1% | -0.4% | -0.3% |
| 30D | +0.5% | -3.3% | +3.9% | +0.6% |
| 3M | 0.0% | -2.4% | +2.4% | +0.1% |
| 6M | -0.1% | +2.6% | -2.6% | -0.1% |
| YTD | +1.9% | +11.2% | -9.3% | +1.6% |
| 1Y | +2.1% | +13.4% | -11.3% | +1.8% |
| 3Y | +15.3% | +79.9% | -64.6% | +13.3% |
| 5Y | +14.7% | +72.2% | -57.5% | +12.5% |
| All | +33.7% | +246.7% | -213.0% | +28.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling