-54.7%
PBW vs SPY
+81.8%
-136.5%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -5.5% |
| 3M | -20.4% | +3.9% | -24.3% | -24.7% |
| 6M | +5.6% | +14.5% | -8.9% | -13.9% |
| YTD | +6.7% | +12.9% | -6.2% | -10.7% |
| 1Y | +29.8% | +19.4% | +10.5% | +0.4% |
| 3Y | -1.9% | +78.5% | -80.4% | -60.0% |
| 5Y | -54.7% | +81.8% | -136.5% | -80.8% |
| All | -54.7% | +81.8% | -136.5% | -80.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling