+10.8%
PDI vs SPY
+81.8%
-71.0%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.7% |
| 7D | +0.3% | +0.5% | -0.3% | 0.0% |
| 30D | -4.2% | -0.9% | -3.3% | -3.8% |
| 3M | -5.3% | +3.9% | -9.2% | -6.9% |
| 6M | -7.8% | +14.5% | -22.3% | -13.2% |
| YTD | -5.0% | +12.9% | -17.9% | -10.1% |
| 1Y | -12.2% | +19.4% | -31.5% | -18.9% |
| 3Y | +29.5% | +78.5% | -48.9% | -0.8% |
| 5Y | +10.8% | +81.8% | -71.0% | -18.7% |
| All | +10.8% | +81.8% | -71.0% | -18.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling