+318.0%
SPYM vs PBF
+374.8%
-56.8%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.6% | -0.7% | +0.7% |
| 7D | -0.8% | +5.3% | -6.1% | -1.3% |
| 30D | -1.1% | +11.7% | -12.8% | -2.3% |
| 3M | +3.9% | +91.1% | -87.2% | -3.4% |
| 6M | +13.6% | +88.4% | -74.8% | +5.0% |
| YTD | +12.7% | +194.1% | -181.3% | -1.4% |
| 1Y | +17.6% | +180.4% | -162.8% | +2.8% |
| 3Y | +77.2% | +59.3% | +17.9% | +60.4% |
| 5Y | +84.1% | +816.3% | -732.1% | +29.6% |
| All | +318.0% | +374.8% | -56.8% | +191.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF 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 PBF 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