-64.4%
PD vs SPY
+196.8%
-261.2%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +38.7% |
| 6M | +78.7% | +13.0% | +65.7% | +49.0% |
| YTD | +3.9% | +13.5% | -9.7% | -13.7% |
| 1Y | -17.8% | +20.0% | -37.8% | -37.2% |
| 3Y | -42.7% | +77.2% | -119.9% | -74.5% |
| 5Y | -71.3% | +81.9% | -153.1% | -87.0% |
| All | -64.4% | +196.8% | -261.2% | -90.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling