+78.5%
PBW vs SPY
+311.8%
-233.3%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.3% | +0.7% | +0.1% |
| 7D | +1.4% | -0.9% | +2.3% | +2.9% |
| 30D | -2.0% | -2.4% | +0.3% | +1.8% |
| 3M | -22.6% | -1.2% | -21.4% | -20.8% |
| 6M | -35.0% | +3.3% | -38.3% | -36.9% |
| YTD | -10.6% | +12.3% | -22.9% | -22.5% |
| 1Y | -16.2% | +12.4% | -28.6% | -27.2% |
| 3Y | +15.7% | +78.8% | -63.2% | -46.7% |
| 5Y | -67.8% | +75.2% | -143.0% | -84.1% |
| 10Y | +78.5% | +311.1% | -232.7% | -69.7% |
| All | +78.5% | +311.8% | -233.3% | -69.7% |
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