+269.4%
PDI vs SPY
+645.0%
-375.7%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.6% | +0.5% |
| 7D | 0.0% | +0.1% | -0.1% | -0.1% |
| 30D | -3.0% | +0.1% | -3.0% | -3.0% |
| 3M | -5.1% | +2.0% | -7.1% | -6.2% |
| 6M | -7.4% | +13.0% | -20.5% | -13.7% |
| YTD | -4.1% | +13.5% | -17.7% | -10.9% |
| 1Y | -10.9% | +20.0% | -30.9% | -19.8% |
| 3Y | +32.0% | +77.2% | -45.2% | -6.0% |
| 5Y | +10.7% | +81.9% | -71.2% | -23.5% |
| 10Y | +82.9% | +314.1% | -231.2% | -17.6% |
| All | +269.4% | +645.0% | -375.7% | +44.4% |
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