+248.5%
PBUS vs SPY
+248.8%
-0.3%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | 0.0% |
| 7D | +3.4% | +3.3% | +0.1% | +0.5% |
| 30D | -2.8% | -2.7% | -0.1% | -0.4% |
| 3M | -2.0% | -1.7% | -0.2% | -0.4% |
| 6M | +3.3% | +3.1% | +0.2% | +0.5% |
| YTD | +11.7% | +11.9% | -0.2% | +1.1% |
| 1Y | +11.6% | +12.0% | -0.4% | +0.9% |
| 3Y | +78.8% | +78.2% | +0.6% | +7.4% |
| 5Y | +70.2% | +73.2% | -3.0% | +4.6% |
| All | +248.5% | +248.8% | -0.3% | +40.7% |
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 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