+78.9%
SPYM vs PBF
+62.4%
+16.5%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.3% | -3.8% | -0.7% |
| 7D | +0.6% | +2.4% | -1.8% | +0.5% |
| 30D | -0.9% | +24.9% | -25.8% | -2.2% |
| 3M | +3.9% | +81.9% | -78.0% | +0.2% |
| 6M | +14.5% | +79.4% | -64.8% | +9.8% |
| YTD | +13.0% | +188.3% | -175.3% | +3.3% |
| 1Y | +19.4% | +177.3% | -157.8% | +8.8% |
| 3Y | +78.9% | +56.0% | +22.9% | +59.2% |
| All | +78.9% | +62.4% | +16.5% | +59.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling