+1,543.8%
PDEX vs SPY
+304.1%
+1,239.7%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.3% | -0.4% |
| 7D | +16.0% | -0.6% | +16.6% | +16.6% |
| 30D | +11.8% | -3.7% | +15.5% | +14.6% |
| 3M | +5.4% | -2.7% | +8.2% | +7.4% |
| 6M | +17.9% | +2.2% | +15.7% | +16.9% |
| YTD | +81.5% | +10.8% | +70.7% | +71.8% |
| 1Y | +114.8% | +11.2% | +103.5% | +102.8% |
| 3Y | +285.5% | +76.5% | +209.1% | +177.0% |
| 5Y | +179.4% | +72.9% | +106.5% | +102.1% |
| 10Y | +1,543.8% | +304.8% | +1,238.9% | +748.5% |
| All | +1,543.8% | +304.1% | +1,239.7% | +748.5% |
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