-43.1%
PD vs SPY
+77.4%
-120.5%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.4% | -3.0% | -2.9% |
| 7D | -1.5% | +0.1% | -1.6% | -1.7% |
| 30D | +21.4% | +0.1% | +21.3% | +21.4% |
| 3M | +43.4% | +2.0% | +41.4% | +39.2% |
| 6M | +78.7% | +13.0% | +65.7% | +50.2% |
| YTD | +3.9% | +13.5% | -9.7% | -13.0% |
| 1Y | -17.8% | +20.0% | -37.8% | -36.8% |
| All | -43.1% | +77.4% | -120.5% | -77.6% |
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