-59.4%
PDDL vs SPY
+21.8%
-81.3%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.4% | +3.9% | +4.1% |
| 7D | -10.2% | +2.6% | -12.8% | -13.8% |
| 30D | -8.4% | -2.0% | -6.4% | -6.3% |
| 3M | -17.9% | -2.8% | -15.1% | -14.8% |
| 6M | -47.1% | +2.1% | -49.2% | -51.2% |
| YTD | -62.2% | +11.5% | -73.7% | -71.8% |
| 1Y | -73.8% | +13.5% | -87.3% | -81.3% |
| All | -59.4% | +21.8% | -81.3% | -76.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling