-42.4%
PUBM vs SPY
+82.3%
-124.7%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.9% | +0.7% | +0.2% |
| 7D | -0.1% | -0.8% | +0.7% | +1.2% |
| 30D | -4.0% | -1.1% | -3.0% | -2.4% |
| 3M | +46.3% | +3.9% | +42.5% | +37.7% |
| 6M | +95.8% | +13.6% | +82.2% | +58.8% |
| YTD | +85.9% | +12.7% | +73.2% | +52.8% |
| 1Y | +93.5% | +17.5% | +76.0% | +49.4% |
| 3Y | +26.4% | +76.9% | -50.5% | -52.3% |
| All | -42.4% | +82.3% | -124.7% | -78.1% |
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