-42.4%
PDCC vs SPY
+37.8%
-80.2%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.4% | +5.1% | +4.8% |
| 7D | +6.0% | -0.6% | +6.6% | +6.4% |
| 30D | -0.9% | -3.7% | +2.8% | 0.0% |
| 3M | -9.9% | -2.7% | -7.2% | -9.2% |
| 6M | -22.8% | +2.2% | -25.0% | -22.9% |
| YTD | -34.3% | +10.8% | -45.2% | -35.4% |
| 1Y | -42.0% | +11.2% | -53.3% | -43.0% |
| All | -42.4% | +37.8% | -80.2% | -45.8% |
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 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