+81.5%
PDFS vs SPY
+307.0%
-225.6%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.0% | -0.4% | -8.6% | -8.5% |
| 7D | -1.7% | +2.6% | -4.3% | -4.7% |
| 30D | -12.8% | -2.0% | -10.8% | -9.2% |
| 3M | -26.6% | -2.8% | -23.8% | -22.3% |
| 6M | -28.3% | +2.1% | -30.4% | -27.8% |
| YTD | +29.6% | +11.5% | +18.1% | +18.0% |
| 1Y | +47.1% | +13.5% | +33.6% | +31.4% |
| 3Y | +25.3% | +77.7% | -52.4% | -32.2% |
| 5Y | +11.9% | +72.6% | -60.8% | -36.5% |
| All | +81.5% | +307.0% | -225.6% | -63.8% |
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