+150.0%
PDEX vs SPY
+67.4%
+82.7%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +8.0% |
| YTD | +64.1% | +8.7% | +55.5% | +57.6% |
| 1Y | +93.8% | +10.9% | +82.9% | +84.2% |
| 3Y | +255.8% | +75.0% | +180.8% | +166.9% |
| All | +150.0% | +67.4% | +82.7% | +109.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling