-54.8%
PDDL vs SPY
+18.8%
-73.6%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.3% | -2.9% | -3.0% |
| 7D | +10.9% | -2.7% | +13.6% | +14.6% |
| 30D | +9.2% | -5.4% | +14.6% | +18.8% |
| 3M | -22.3% | -4.1% | -18.2% | -18.1% |
| 6M | -44.4% | +0.7% | -45.1% | -48.2% |
| YTD | -57.9% | +8.7% | -66.6% | -67.2% |
| 1Y | -71.9% | +10.9% | -82.8% | -79.2% |
| All | -54.8% | +18.8% | -73.6% | -72.7% |
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