+101.1%
PBW vs SPY
+312.5%
-211.4%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.5% | -2.4% | -2.2% |
| 7D | +0.1% | -0.4% | +0.4% | +0.6% |
| 30D | -9.1% | -1.4% | -7.8% | -7.2% |
| 3M | -19.4% | +3.7% | -23.1% | -23.0% |
| 6M | -0.4% | +13.0% | -13.4% | -15.2% |
| YTD | +3.7% | +12.4% | -8.7% | -10.6% |
| 1Y | +29.1% | +18.5% | +10.5% | +4.1% |
| 3Y | -4.7% | +77.6% | -82.4% | -55.7% |
| 5Y | -56.4% | +81.7% | -138.1% | -79.5% |
| 10Y | +101.1% | +319.7% | -218.6% | -64.7% |
| All | +101.1% | +312.5% | -211.4% | -64.7% |
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