-1.9%
PBW vs SPY
+78.7%
-80.6%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.5% | +2.4% | +2.8% |
| 7D | +4.0% | +0.5% | +3.4% | +3.0% |
| 30D | -7.0% | -0.9% | -6.0% | -5.4% |
| 3M | -20.4% | +3.9% | -24.3% | -24.8% |
| 6M | +5.6% | +14.5% | -8.9% | -13.7% |
| YTD | +6.7% | +12.9% | -6.2% | -10.5% |
| 1Y | +29.8% | +19.4% | +10.5% | +1.1% |
| 3Y | -1.9% | +78.5% | -80.4% | -62.2% |
| All | -1.9% | +78.7% | -80.6% | -62.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling