+188.4%
PDFS vs SPY
+899.7%
-711.3%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.4% | +5.4% | +5.4% |
| 7D | +1.9% | +0.1% | +1.8% | +1.8% |
| 30D | -7.7% | +0.1% | -7.8% | -7.6% |
| 3M | -19.0% | +2.0% | -21.0% | -19.6% |
| 6M | +37.9% | +13.0% | +24.9% | +24.4% |
| YTD | +60.0% | +13.5% | +46.5% | +44.1% |
| 1Y | +131.8% | +20.0% | +111.9% | +98.7% |
| 3Y | +25.2% | +77.2% | -51.9% | -23.9% |
| 5Y | +100.4% | +81.9% | +18.5% | +20.8% |
| 10Y | +176.7% | +314.1% | -137.4% | -18.2% |
| All | +188.4% | +899.7% | -711.3% | -58.6% |
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