+576.2%
SPYM vs PBF
+289.1%
+287.1%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.9% | -0.4% |
| 7D | +2.6% | +6.5% | -3.9% | +1.9% |
| 30D | -2.0% | -20.0% | +18.0% | +0.1% |
| 3M | -2.8% | -3.3% | +0.5% | -3.0% |
| 6M | +2.2% | +76.8% | -74.6% | -4.9% |
| YTD | +11.5% | +168.9% | -157.4% | -2.1% |
| 1Y | +13.5% | +96.4% | -82.9% | +2.9% |
| 3Y | +78.0% | +77.2% | +0.8% | +58.4% |
| 5Y | +73.1% | +417.7% | -344.6% | +30.5% |
| 10Y | +310.9% | +264.7% | +46.1% | +179.1% |
| All | +576.2% | +289.1% | +287.1% | +344.9% |
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 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