-56.4%
PDDL vs SPY
+23.4%
-79.8%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -0.5% | -5.6% | -5.0% |
| 7D | -8.6% | +0.5% | -9.1% | -9.6% |
| 30D | -26.5% | -0.9% | -25.6% | -25.4% |
| 3M | -14.2% | +3.9% | -18.1% | -21.7% |
| 6M | -48.1% | +14.5% | -62.6% | -63.3% |
| YTD | -59.4% | +12.9% | -72.4% | -69.9% |
| 1Y | -68.5% | +19.4% | -87.8% | -79.2% |
| All | -56.4% | +23.4% | -79.8% | -75.0% |
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