+588.8%
SPYM vs PBF
+303.9%
+285.0%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.9% | -0.2% |
| 7D | +0.1% | +4.3% | -4.2% | -0.3% |
| 30D | +0.1% | +22.0% | -21.9% | -2.1% |
| 3M | +2.0% | +74.5% | -72.5% | -4.4% |
| 6M | +13.1% | +67.7% | -54.6% | +5.5% |
| YTD | +13.6% | +179.2% | -165.6% | -0.3% |
| 1Y | +20.1% | +170.0% | -149.9% | +5.1% |
| 3Y | +77.6% | +66.4% | +11.2% | +59.6% |
| 5Y | +82.5% | +764.5% | -681.9% | +29.1% |
| 10Y | +317.6% | +358.5% | -40.9% | +176.8% |
| All | +588.8% | +303.9% | +285.0% | +353.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling