-83.7%
PBYI vs SPY
+313.4%
-397.1%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +1.9% |
| 7D | +5.4% | +0.1% | +5.3% | +5.2% |
| 30D | +19.5% | +0.1% | +19.5% | +19.4% |
| 3M | +36.2% | +2.0% | +34.2% | +32.3% |
| 6M | +49.2% | +13.0% | +36.2% | +28.9% |
| YTD | +60.5% | +13.5% | +47.0% | +37.9% |
| 1Y | +86.9% | +20.0% | +66.9% | +49.4% |
| 3Y | +158.1% | +77.2% | +80.9% | +26.8% |
| 5Y | +29.2% | +81.9% | -52.7% | -38.5% |
| All | -83.7% | +313.4% | -397.1% | -98.2% |
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 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