+46.2%
PDBA vs SPY
+95.0%
-48.8%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -0.9% | +0.2% |
| 7D | -0.4% | -0.9% | +0.5% | -0.3% |
| 30D | -7.4% | -2.4% | -5.0% | -7.2% |
| 3M | -4.5% | -1.2% | -3.4% | -4.4% |
| 6M | -6.8% | +3.3% | -10.1% | -7.1% |
| YTD | +3.5% | +12.3% | -8.8% | +2.1% |
| 1Y | +2.9% | +12.4% | -9.5% | +1.5% |
| 3Y | +35.6% | +78.8% | -43.2% | +26.7% |
| All | +46.2% | +95.0% | -48.8% | +34.0% |
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