+73.1%
SPYM vs PBF
+419.4%
-346.3%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.9% | -0.4% |
| 7D | +2.6% | +6.5% | -3.9% | +2.1% |
| 30D | -2.0% | -20.0% | +18.0% | -0.7% |
| 3M | -2.8% | -3.3% | +0.5% | -2.9% |
| 6M | +2.2% | +76.8% | -74.6% | -2.5% |
| YTD | +11.5% | +168.9% | -157.4% | +1.5% |
| 1Y | +13.5% | +96.4% | -82.9% | +6.2% |
| 3Y | +78.0% | +77.2% | +0.8% | +61.8% |
| All | +73.1% | +419.4% | -346.3% | +42.9% |
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