+60.5%
PDEX vs SPY
+20.8%
+39.7%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.9% | -0.4% | +19.3% | +19.3% |
| 7D | +17.3% | +0.1% | +17.2% | +17.1% |
| 30D | +10.7% | +0.1% | +10.7% | +10.5% |
| 3M | +9.6% | +2.0% | +7.6% | +7.2% |
| 6M | +52.8% | +13.0% | +39.8% | +37.6% |
| YTD | +90.8% | +13.5% | +77.2% | +71.1% |
| 1Y | +60.5% | +20.0% | +40.5% | +31.6% |
| All | +60.5% | +20.8% | +39.7% | +31.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling