+87.9%
PDBC vs SPY
+82.0%
+5.9%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.3% |
| 7D | +3.4% | +0.1% | +3.3% | +3.3% |
| 30D | +12.0% | +0.1% | +11.9% | +11.9% |
| 3M | +6.5% | +2.0% | +4.5% | +6.0% |
| 6M | +22.2% | +13.0% | +9.2% | +18.9% |
| YTD | +43.5% | +13.5% | +29.9% | +39.4% |
| 1Y | +49.2% | +20.0% | +29.2% | +43.0% |
| 3Y | +44.0% | +77.2% | -33.1% | +24.4% |
| All | +87.9% | +82.0% | +5.9% | +63.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling