-57.6%
PD vs SPY
+183.1%
-240.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -4.4% | -0.1% | +1.6% |
| 7D | -6.6% | -4.7% | -1.9% | -0.1% |
| 30D | +5.1% | -5.9% | +11.0% | +14.5% |
| 3M | +44.7% | -4.5% | +49.2% | +54.2% |
| 6M | +125.1% | +1.8% | +123.3% | +117.9% |
| YTD | +23.8% | +8.3% | +15.5% | +9.6% |
| 1Y | +5.9% | +9.3% | -3.4% | -7.8% |
| 3Y | -24.3% | +74.9% | -99.1% | -65.8% |
| 5Y | -62.7% | +67.3% | -130.0% | -81.3% |
| All | -57.6% | +183.1% | -240.7% | -87.2% |
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 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