+185.5%
PFBC vs SPY
+833.4%
-647.9%
-97.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.5% |
| 7D | 0.0% | +0.1% | -0.1% | -0.1% |
| 30D | -2.6% | +0.1% | -2.6% | -2.6% |
| 3M | +8.6% | +2.0% | +6.6% | +7.2% |
| 6M | +16.6% | +13.0% | +3.6% | +8.3% |
| YTD | +12.4% | +13.5% | -1.2% | +4.0% |
| 1Y | +11.7% | +20.0% | -8.3% | +0.1% |
| 3Y | +81.3% | +77.2% | +4.1% | +30.3% |
| 5Y | +92.7% | +81.9% | +10.8% | +36.0% |
| 10Y | +287.4% | +314.1% | -26.6% | +90.5% |
| All | +185.5% | +833.4% | -647.9% | +11.8% |
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