-12.5%
PSBD vs SPY
+65.5%
-78.0%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.2% | -0.4% |
| 7D | -0.5% | -0.9% | +0.4% | -0.2% |
| 30D | +2.3% | -2.4% | +4.6% | +3.2% |
| 3M | -1.2% | -1.2% | -0.1% | -0.9% |
| 6M | -0.5% | +3.3% | -3.8% | -2.0% |
| YTD | -9.0% | +12.3% | -21.3% | -13.7% |
| 1Y | -5.4% | +12.4% | -17.9% | -10.4% |
| All | -12.5% | +65.5% | -78.0% | -27.2% |
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 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