-45.1%
PUBM vs SPY
+122.3%
-167.4%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | +0.1% |
| 7D | -6.9% | -0.4% | -6.5% | -6.4% |
| 30D | -8.9% | -1.4% | -7.5% | -6.8% |
| 3M | +40.6% | +3.7% | +36.9% | +32.4% |
| 6M | +83.9% | +13.0% | +70.9% | +49.9% |
| YTD | +82.4% | +12.4% | +70.0% | +50.0% |
| 1Y | +90.4% | +18.5% | +71.8% | +44.2% |
| 3Y | +25.1% | +77.6% | -52.5% | -53.8% |
| 5Y | -44.2% | +81.7% | -125.9% | -78.4% |
| All | -45.1% | +122.3% | -167.4% | -84.9% |
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 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