+82.3%
SPYM vs PBF
+817.4%
-735.1%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.1% | -0.4% |
| 7D | -0.4% | +1.4% | -1.7% | -0.4% |
| 30D | -1.4% | +15.8% | -17.2% | -2.4% |
| 3M | +3.7% | +90.3% | -86.5% | -1.1% |
| 6M | +13.0% | +102.8% | -89.8% | +6.6% |
| YTD | +12.5% | +187.3% | -174.9% | +2.4% |
| 1Y | +18.6% | +161.8% | -143.2% | +8.4% |
| 3Y | +78.0% | +55.5% | +22.6% | +64.4% |
| 5Y | +82.3% | +801.9% | -719.6% | +45.6% |
| All | +82.3% | +817.4% | -735.1% | +45.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling