Short answer: no (not yet I suppose).
But there are some magic swiss army knife tools which you can use to create the 'query' to request all the events with your pubkey from relays.
https://nostrudel.ninja/tools/console
For example in Grimoire:
`REQ -a @Frank Meeuwsen`
/cc @verbiricha

Nostr Debug Tool
Application to debug Nostr protocol and various useful tools
alphaama
grimoire - a nostr client for magicians
/cc @verbiricha