-100.0%
PPBT vs SPY
+307.0%
-407.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.4% | +4.9% | +4.8% |
| 7D | +24.4% | +2.6% | +21.8% | +22.1% |
| 30D | +32.5% | -2.0% | +34.5% | +34.2% |
| 3M | +9.0% | -2.8% | +11.8% | +11.2% |
| 6M | -58.7% | +2.1% | -60.9% | -60.1% |
| YTD | -75.2% | +11.5% | -86.7% | -77.6% |
| 1Y | -78.0% | +13.5% | -91.4% | -80.4% |
| 3Y | -99.2% | +77.7% | -176.9% | -99.5% |
| 5Y | -99.8% | +72.6% | -172.4% | -99.9% |
| All | -100.0% | +307.0% | -407.0% | -100.0% |
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