-99.8%
PPBT vs SPY
+81.0%
-180.8%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.5% | +2.7% | +2.5% |
| 7D | -7.1% | -0.4% | -6.7% | -6.9% |
| 30D | +22.7% | -1.4% | +24.0% | +23.7% |
| 3M | -38.5% | +3.7% | -42.2% | -40.3% |
| 6M | -59.5% | +13.0% | -72.5% | -62.8% |
| YTD | -72.0% | +12.4% | -84.4% | -74.2% |
| 1Y | -69.0% | +18.5% | -87.5% | -72.3% |
| 3Y | -99.2% | +77.6% | -176.8% | -99.5% |
| 5Y | -99.8% | +81.7% | -181.5% | -99.9% |
| All | -99.8% | +81.0% | -180.8% | -99.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling