-43.0%
PDCC vs SPY
+38.6%
-81.6%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.2% | -0.4% |
| 7D | +6.5% | +2.6% | +3.9% | +5.8% |
| 30D | -3.8% | -2.0% | -1.8% | -3.3% |
| 3M | -10.8% | -2.8% | -8.1% | -10.2% |
| 6M | -26.3% | +2.1% | -28.4% | -26.5% |
| YTD | -35.0% | +11.5% | -46.5% | -36.1% |
| 1Y | -42.3% | +13.5% | -55.7% | -43.4% |
| All | -43.0% | +38.6% | -81.6% | -46.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling