-44.1%
PDCC vs SPY
+39.6%
-83.7%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.3% | -4.3% | -3.3% |
| 7D | -7.6% | -0.9% | -6.7% | -7.3% |
| 30D | -5.6% | -2.4% | -3.3% | -5.1% |
| 3M | -12.6% | -1.2% | -11.4% | -12.3% |
| 6M | -28.6% | +3.3% | -31.9% | -29.0% |
| YTD | -36.3% | +12.3% | -48.6% | -37.5% |
| 1Y | -43.6% | +12.4% | -56.0% | -44.6% |
| All | -44.1% | +39.6% | -83.7% | -47.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling