+181.3%
PDFS vs SPY
+313.4%
-132.2%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.4% | +5.4% | +5.6% |
| 7D | +1.9% | +0.1% | +1.8% | +1.8% |
| 30D | -7.7% | +0.1% | -7.8% | -7.6% |
| 3M | -19.0% | +2.0% | -21.0% | -19.9% |
| 6M | +37.9% | +13.0% | +24.9% | +20.7% |
| YTD | +60.0% | +13.5% | +46.5% | +39.7% |
| 1Y | +131.8% | +20.0% | +111.9% | +90.0% |
| 3Y | +25.2% | +77.2% | -51.9% | -33.3% |
| 5Y | +100.4% | +81.9% | +18.5% | +4.7% |
| All | +181.3% | +313.4% | -132.2% | -45.1% |
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