-58.3%
PD vs SPY
+191.4%
-249.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.8% | +2.0% |
| 7D | +1.7% | +2.6% | -0.9% | -2.0% |
| 30D | -4.1% | -2.0% | -2.2% | -1.5% |
| 3M | +31.9% | -2.8% | +34.7% | +36.9% |
| 6M | +139.1% | +2.1% | +137.0% | +130.7% |
| YTD | +21.7% | +11.5% | +10.2% | +3.4% |
| 1Y | +2.3% | +13.5% | -11.2% | -15.6% |
| 3Y | -24.7% | +77.7% | -102.4% | -66.8% |
| 5Y | -62.1% | +72.6% | -134.7% | -81.8% |
| All | -58.3% | +191.4% | -249.7% | -88.0% |
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