+205.9%
PFBC vs SPY
+308.5%
-102.6%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.6% | +0.6% |
| 7D | 0.0% | +3.3% | -3.3% | -3.2% |
| 30D | +0.9% | -2.7% | +3.6% | +3.4% |
| 3M | -2.2% | -1.7% | -0.5% | -0.9% |
| 6M | +13.4% | +3.1% | +10.3% | +9.2% |
| YTD | +13.1% | +11.9% | +1.3% | 0.0% |
| 1Y | +15.7% | +12.0% | +3.7% | +2.0% |
| 3Y | +88.3% | +78.2% | +10.1% | +1.9% |
| 5Y | +75.1% | +73.2% | +1.9% | -3.4% |
| All | +205.9% | +308.5% | -102.6% | -42.0% |
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