+87.7%
PDI vs SPY
+315.0%
-227.3%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.4% | -0.4% | +0.5% |
| 7D | +4.6% | +0.1% | +4.5% | +4.5% |
| 30D | +6.9% | -3.3% | +10.2% | +9.0% |
| 3M | -1.8% | -2.4% | +0.6% | -0.4% |
| 6M | -7.3% | +2.6% | -9.8% | -8.9% |
| YTD | -2.6% | +11.2% | -13.8% | -9.1% |
| 1Y | -3.8% | +13.4% | -17.2% | -11.4% |
| 3Y | +32.8% | +79.9% | -47.1% | -10.4% |
| 5Y | +14.2% | +72.2% | -58.0% | -21.8% |
| 10Y | +87.7% | +307.3% | -219.6% | -30.0% |
| All | +87.7% | +315.0% | -227.3% | -30.0% |
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