+80.1%
PDEC vs SPY
+166.9%
-86.8%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.3% | -0.3% | +0.4% |
| 7D | -0.3% | -0.9% | +0.6% | +0.1% |
| 30D | -0.4% | -2.4% | +2.0% | +0.8% |
| 3M | +1.4% | -1.2% | +2.5% | +1.9% |
| 6M | +4.6% | +3.3% | +1.3% | +2.7% |
| YTD | +9.3% | +12.3% | -3.0% | +2.8% |
| 1Y | +10.9% | +12.4% | -1.5% | +4.3% |
| 3Y | +43.6% | +78.8% | -35.2% | +5.6% |
| 5Y | +52.9% | +75.2% | -22.2% | +12.6% |
| All | +80.1% | +166.9% | -86.8% | +0.7% |
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