+125.1%
PD vs SPY
+2.1%
+123.0%
-22.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -4.4% | -0.1% | -1.5% |
| 7D | -6.6% | -4.7% | -1.9% | -3.5% |
| 30D | +5.1% | -5.9% | +11.0% | +9.1% |
| 3M | +44.7% | -4.5% | +49.2% | +49.5% |
| 6M | +125.1% | +1.8% | +123.3% | +133.2% |
| All | +125.1% | +2.1% | +123.0% | +133.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling