+1,554.1%
PDEX vs SPY
+315.0%
+1,239.1%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.3% | +2.4% | +8.9% | +9.8% |
| 7D | +21.9% | +0.1% | +21.9% | +22.1% |
| 30D | +12.5% | -3.3% | +15.8% | +15.1% |
| 3M | +7.2% | -2.4% | +9.6% | +9.0% |
| 6M | +18.6% | +2.6% | +16.0% | +17.4% |
| YTD | +82.7% | +11.2% | +71.5% | +72.5% |
| 1Y | +127.1% | +13.4% | +113.8% | +112.2% |
| 3Y | +301.0% | +79.9% | +221.1% | +185.0% |
| 5Y | +178.5% | +72.2% | +106.3% | +102.0% |
| 10Y | +1,554.1% | +307.3% | +1,246.8% | +755.8% |
| All | +1,554.1% | +315.0% | +1,239.1% | +755.8% |
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