+1,386.1%
PDEX vs SPY
+312.9%
+1,073.3%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.3% | +2.9% | +3.0% |
| 7D | +8.6% | -2.7% | +11.3% | +10.5% |
| 30D | +0.6% | -5.4% | +6.0% | +4.1% |
| 3M | -3.5% | -4.1% | +0.5% | -1.0% |
| 6M | +8.0% | +0.7% | +7.3% | +7.9% |
| YTD | +64.1% | +8.7% | +55.5% | +57.0% |
| 1Y | +93.8% | +10.9% | +82.9% | +83.3% |
| 3Y | +255.8% | +75.0% | +180.8% | +156.7% |
| 5Y | +152.7% | +67.8% | +84.9% | +86.0% |
| All | +1,386.1% | +312.9% | +1,073.3% | +630.4% |
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