-70.5%
PBYI vs SPY
+329.8%
-400.3%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.7% | +2.9% | +2.7% |
| 7D | +0.7% | -0.7% | +1.4% | +1.5% |
| 30D | +10.5% | -1.0% | +11.6% | +11.9% |
| 3M | +37.1% | -0.3% | +37.4% | +37.5% |
| 6M | +42.0% | +7.3% | +34.6% | +30.0% |
| YTD | +79.7% | +13.3% | +66.3% | +54.8% |
| 1Y | +118.2% | +14.8% | +103.4% | +84.1% |
| 3Y | +284.5% | +82.9% | +201.6% | +81.5% |
| 5Y | +67.3% | +75.6% | -8.3% | -16.2% |
| 10Y | -70.5% | +330.5% | -401.0% | -98.0% |
| All | -70.5% | +329.8% | -400.3% | -98.0% |
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