-88.3%
PDC vs SPY
+68.0%
-156.4%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -4.4% | -0.6% | +1.2% |
| 7D | -9.9% | -4.7% | -5.1% | -3.8% |
| 30D | -37.3% | -5.9% | -31.4% | -32.2% |
| 3M | -30.2% | -4.5% | -25.7% | -26.6% |
| 6M | -72.6% | +1.8% | -74.4% | -73.9% |
| YTD | -67.6% | +8.3% | -75.9% | -71.7% |
| 1Y | -43.9% | +9.3% | -53.2% | -51.8% |
| 3Y | -31.1% | +74.9% | -106.0% | -63.1% |
| All | -88.3% | +68.0% | -156.4% | -94.8% |
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