-59.3%
PDDL vs SPY
+22.7%
-82.0%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.3% | -2.3% | -3.0% |
| 7D | -8.2% | -0.9% | -7.3% | -7.5% |
| 30D | -6.9% | -2.4% | -4.5% | -3.7% |
| 3M | -29.2% | -1.2% | -28.1% | -28.9% |
| 6M | -46.2% | +3.3% | -49.5% | -51.4% |
| YTD | -62.1% | +12.3% | -74.4% | -72.0% |
| 1Y | -74.8% | +12.4% | -87.2% | -81.4% |
| All | -59.3% | +22.7% | -82.0% | -76.7% |
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 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