-34.9%
PDCC vs SPY
+41.2%
-76.1%
-47.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.4% | +3.3% | +3.0% |
| 7D | +2.2% | +0.1% | +2.1% | +2.2% |
| 30D | +3.0% | +0.1% | +3.0% | +3.0% |
| 3M | -5.8% | +2.0% | -7.8% | -6.2% |
| 6M | -19.1% | +13.0% | -32.2% | -20.9% |
| YTD | -25.8% | +13.5% | -39.4% | -27.5% |
| 1Y | -38.0% | +20.0% | -58.0% | -40.0% |
| All | -34.9% | +41.2% | -76.1% | -39.2% |
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