+189.1%
PDEX vs SPY
+74.6%
+114.5%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.3% | +1.0% | +1.5% |
| 7D | +12.7% | -0.9% | +13.6% | +13.4% |
| 30D | +13.3% | -2.4% | +15.7% | +15.1% |
| 3M | +7.1% | -1.2% | +8.3% | +8.1% |
| 6M | +26.5% | +3.3% | +23.2% | +24.7% |
| YTD | +85.8% | +12.3% | +73.5% | +75.1% |
| 1Y | +112.7% | +12.4% | +100.3% | +100.3% |
| 3Y | +294.5% | +78.8% | +215.7% | +192.1% |
| 5Y | +189.1% | +75.2% | +113.9% | +133.9% |
| All | +189.1% | +74.6% | +114.5% | +133.9% |
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