+94.2%
PDFS vs SPY
+312.9%
-218.7%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +0.3% | +8.6% | +8.5% |
| 7D | -8.3% | -2.7% | -5.6% | -4.3% |
| 30D | -29.3% | -5.4% | -23.9% | -22.8% |
| 3M | -18.1% | -4.1% | -14.0% | -11.9% |
| 6M | -21.8% | +0.7% | -22.5% | -19.8% |
| YTD | +31.8% | +8.7% | +23.2% | +23.9% |
| 1Y | +36.8% | +10.9% | +25.9% | +25.8% |
| 3Y | +35.2% | +75.0% | -39.8% | -25.3% |
| 5Y | +48.7% | +67.8% | -19.1% | -12.8% |
| All | +94.2% | +312.9% | -218.7% | -59.4% |
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