-59.1%
PD vs SPY
+190.8%
-249.8%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.4% | -2.5% | -3.4% |
| 7D | -6.3% | +0.1% | -6.4% | -6.5% |
| 30D | -3.1% | -3.3% | +0.2% | +1.5% |
| 3M | +34.0% | -2.4% | +36.4% | +38.3% |
| 6M | +114.8% | +2.6% | +112.3% | +106.0% |
| YTD | +19.5% | +11.2% | +8.2% | +1.8% |
| 1Y | +1.1% | +13.4% | -12.3% | -16.5% |
| 3Y | -24.3% | +79.9% | -104.2% | -67.2% |
| 5Y | -63.8% | +72.2% | -135.9% | -82.6% |
| All | -59.1% | +190.8% | -249.8% | -88.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling