-44.7%
PDCC vs SPY
+34.7%
-79.4%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -4.4% | -4.2% | -7.5% |
| 7D | -0.9% | -4.7% | +3.9% | +0.5% |
| 30D | -10.8% | -5.9% | -4.9% | -9.4% |
| 3M | -12.5% | -4.5% | -7.9% | -11.4% |
| 6M | -23.8% | +1.8% | -25.6% | -23.8% |
| YTD | -37.0% | +8.3% | -45.3% | -37.6% |
| 1Y | -45.1% | +9.3% | -54.5% | -45.7% |
| All | -44.7% | +34.7% | -79.4% | -47.7% |
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