+23.0%
PDFS vs SPY
+72.2%
-49.3%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.4% | -3.3% | -3.0% |
| 7D | -7.2% | -0.6% | -6.6% | -5.7% |
| 30D | -28.0% | -3.7% | -24.3% | -22.2% |
| 3M | -17.8% | -2.7% | -15.0% | -12.3% |
| 6M | -24.2% | +2.2% | -26.3% | -23.7% |
| YTD | +37.3% | +10.8% | +26.4% | +23.5% |
| 1Y | +44.4% | +11.2% | +33.2% | +29.7% |
| 3Y | +35.4% | +76.5% | -41.1% | -32.8% |
| 5Y | +23.0% | +72.9% | -50.0% | -34.9% |
| All | +23.0% | +72.2% | -49.3% | -34.9% |
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