-43.3%
PBW vs SPY
+838.2%
-881.5%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +1.3% |
| 7D | -0.1% | +0.1% | -0.2% | -0.2% |
| 30D | -5.3% | +0.1% | -5.4% | -5.3% |
| 3M | -30.1% | +2.0% | -32.1% | -31.3% |
| 6M | -1.4% | +13.0% | -14.4% | -15.6% |
| YTD | +4.8% | +13.5% | -8.7% | -10.6% |
| 1Y | +29.6% | +20.0% | +9.6% | +3.2% |
| 3Y | -8.6% | +77.2% | -85.7% | -56.9% |
| 5Y | -56.8% | +81.9% | -138.6% | -79.4% |
| 10Y | +97.0% | +314.1% | -217.0% | -68.5% |
| All | -43.3% | +838.2% | -881.5% | -96.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling