+86.1%
PDI vs SPY
+312.5%
-226.4%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.8% |
| 7D | -0.4% | -0.4% | 0.0% | -0.2% |
| 30D | -4.1% | -1.4% | -2.8% | -3.3% |
| 3M | -4.7% | +3.7% | -8.4% | -6.8% |
| 6M | -6.8% | +13.0% | -19.8% | -13.7% |
| YTD | -4.5% | +12.4% | -16.9% | -11.4% |
| 1Y | -11.7% | +18.5% | -30.2% | -20.9% |
| 3Y | +30.2% | +77.6% | -47.4% | -11.3% |
| 5Y | +11.2% | +81.7% | -70.5% | -26.7% |
| 10Y | +86.1% | +319.7% | -233.5% | -30.5% |
| All | +86.1% | +312.5% | -226.4% | -30.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling