-16.2%
PDC vs SPY
+78.1%
-94.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -0.4% | -7.9% | -7.7% |
| 7D | -25.9% | +2.6% | -28.5% | -28.8% |
| 30D | -40.9% | -2.0% | -39.0% | -39.8% |
| 3M | -40.4% | -2.8% | -37.6% | -38.8% |
| 6M | -74.0% | +2.1% | -76.2% | -75.4% |
| YTD | -70.8% | +11.5% | -82.3% | -75.7% |
| 1Y | -67.4% | +13.5% | -80.9% | -73.7% |
| 3Y | -16.2% | +77.7% | -93.9% | -44.3% |
| All | -16.2% | +78.1% | -94.3% | -44.3% |
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