-15.0%
PDC vs SPY
+75.1%
-90.1%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +21.4% | +0.3% | +21.1% | +21.0% |
| 7D | +1.6% | -2.7% | +4.3% | +5.7% |
| 30D | -22.7% | -5.4% | -17.3% | -16.9% |
| 3M | -16.9% | -4.1% | -12.8% | -13.1% |
| 6M | -67.2% | +0.7% | -67.9% | -68.3% |
| YTD | -60.6% | +8.7% | -69.3% | -65.8% |
| 1Y | -32.7% | +10.9% | -43.6% | -43.6% |
| 3Y | -15.0% | +75.0% | -90.0% | -38.9% |
| All | -15.0% | +75.1% | -90.1% | -38.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling