+57.0%
PDC vs SPY
+19.4%
+37.6%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -0.5% | +11.1% | +11.5% |
| 7D | +3.3% | +0.5% | +2.7% | +1.9% |
| 30D | +6.1% | -0.9% | +7.0% | +7.4% |
| 3M | -29.3% | +3.9% | -33.2% | -34.6% |
| 6M | -36.9% | +14.5% | -51.5% | -49.9% |
| YTD | -51.5% | +12.9% | -64.4% | -60.2% |
| 1Y | +57.0% | +19.4% | +37.6% | +6.0% |
| All | +57.0% | +19.4% | +37.6% | +6.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling