-10.4%
PDFS vs SPY
+7.0%
-17.4%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +1.7% | -7.3% | -12.1% |
| 7D | -12.5% | -0.7% | -11.8% | -9.8% |
| 30D | -29.0% | -1.0% | -28.0% | -25.0% |
| 3M | -22.2% | -0.3% | -21.9% | -19.6% |
| 6M | -10.4% | +7.3% | -17.7% | -28.1% |
| All | -10.4% | +7.0% | -17.4% | -28.1% |
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 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