-23.5%
PD vs SPY
+74.5%
-98.1%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -4.4% | -0.1% | +1.1% |
| 7D | -6.6% | -4.7% | -1.9% | -0.6% |
| 30D | +5.1% | -5.9% | +11.0% | +13.7% |
| 3M | +44.7% | -4.5% | +49.2% | +53.5% |
| 6M | +125.1% | +1.8% | +123.3% | +118.1% |
| YTD | +23.8% | +8.3% | +15.5% | +10.2% |
| 1Y | +5.9% | +9.3% | -3.4% | -7.3% |
| All | -23.5% | +74.5% | -98.1% | -71.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling