-25.5%
PDFS vs SPY
+2.1%
-27.6%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.2% | -4.4% | -8.8% | +2.9% |
| 7D | -24.2% | -4.7% | -19.5% | -8.6% |
| 30D | -36.6% | -5.9% | -30.7% | -18.8% |
| 3M | -30.2% | -4.5% | -25.7% | -15.1% |
| 6M | -25.5% | +1.8% | -27.3% | -26.2% |
| All | -25.5% | +2.1% | -27.6% | -26.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling