-84.2%
PDC vs SPY
+76.1%
-160.3%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.4% | +5.2% | +5.4% |
| 7D | +0.7% | +0.1% | +0.6% | +0.3% |
| 30D | -5.6% | +0.1% | -5.7% | -6.1% |
| 3M | -42.0% | +2.0% | -44.0% | -43.7% |
| 6M | -43.7% | +13.0% | -56.7% | -53.2% |
| YTD | -56.1% | +13.5% | -69.7% | -63.7% |
| 1Y | +27.4% | +20.0% | +7.4% | -2.7% |
| 3Y | -60.6% | +77.2% | -137.7% | -81.4% |
| All | -84.2% | +76.1% | -160.3% | -93.3% |
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 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