+1,086.4%
PDEX vs SPY
+3,091.8%
-2,005.4%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.9% | -0.4% | +19.3% | +19.1% |
| 7D | +17.3% | +0.1% | +17.2% | +17.2% |
| 30D | +10.7% | +0.1% | +10.7% | +10.7% |
| 3M | +9.6% | +2.0% | +7.6% | +8.7% |
| 6M | +52.8% | +13.0% | +39.8% | +44.3% |
| YTD | +90.8% | +13.5% | +77.2% | +79.8% |
| 1Y | +60.5% | +20.0% | +40.5% | +47.3% |
| 3Y | +321.7% | +77.2% | +244.5% | +219.1% |
| 5Y | +182.3% | +81.9% | +100.5% | +109.3% |
| 10Y | +1,317.2% | +314.1% | +1,003.1% | +613.6% |
| All | +1,086.4% | +3,091.8% | -2,005.4% | +77.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling