-53.8%
PBW vs SPY
+824.6%
-878.4%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.4% | -4.2% | -4.1% |
| 7D | +3.6% | +3.3% | +0.3% | -0.9% |
| 30D | -6.2% | -2.7% | -3.5% | -2.1% |
| 3M | -25.3% | -1.7% | -23.6% | -23.0% |
| 6M | -36.7% | +3.1% | -39.7% | -38.3% |
| YTD | -14.7% | +11.9% | -26.6% | -25.4% |
| 1Y | -18.0% | +12.0% | -30.0% | -28.1% |
| 3Y | +10.4% | +78.2% | -67.8% | -48.2% |
| 5Y | -69.6% | +73.2% | -142.9% | -84.5% |
| 10Y | +70.3% | +309.6% | -239.4% | -72.2% |
| All | -53.8% | +824.6% | -878.4% | -97.3% |
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