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.

Nostr Debug Tool

Application to debug Nostr protocol and various useful tools

https://nostrudel.ninja/tools/console

alphaama

grimoire - a nostr client for magicians

For example in Grimoire: `REQ -a @Frank Meeuwsen` /cc @verbiricha