+57.8%
PBDC vs SPY
+114.1%
-56.2%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.6% |
| 7D | +1.0% | -2.7% | +3.7% | +2.7% |
| 30D | +3.7% | -5.4% | +9.1% | +7.4% |
| 3M | -3.1% | -4.1% | +1.0% | -0.5% |
| 6M | -3.0% | +0.7% | -3.7% | -3.7% |
| YTD | -7.0% | +8.7% | -15.7% | -12.4% |
| 1Y | -2.8% | +10.9% | -13.7% | -9.7% |
| 3Y | +15.1% | +75.0% | -59.9% | -22.0% |
| All | +57.8% | +114.1% | -56.2% | -7.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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