+151.4%
PDFS vs SPY
+897.8%
-746.4%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +1.7% | -7.3% | -7.4% |
| 7D | -12.5% | -0.7% | -11.8% | -11.8% |
| 30D | -29.0% | -1.0% | -28.0% | -27.9% |
| 3M | -22.2% | -0.3% | -21.9% | -21.3% |
| 6M | -10.4% | +7.3% | -17.7% | -14.7% |
| YTD | +39.5% | +13.3% | +26.1% | +26.7% |
| 1Y | +42.5% | +14.8% | +27.7% | +28.2% |
| 3Y | +44.8% | +82.9% | -38.1% | -14.2% |
| 5Y | +60.6% | +75.6% | -15.0% | +0.6% |
| 10Y | +111.3% | +330.5% | -219.2% | -39.3% |
| All | +151.4% | +897.8% | -746.4% | -63.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling