+3.7%
PD vs SPY
+9.9%
-6.2%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.3% | -3.7% | -3.6% |
| 7D | -7.4% | -2.7% | -4.7% | -5.4% |
| 30D | +2.0% | -5.4% | +7.4% | +6.3% |
| 3M | +41.3% | -4.1% | +45.4% | +45.9% |
| 6M | +128.9% | +0.7% | +128.2% | +129.3% |
| YTD | +19.6% | +8.7% | +10.9% | +14.9% |
| 1Y | +3.7% | +10.9% | -7.2% | -1.0% |
| All | +3.7% | +9.9% | -6.2% | -1.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling