+271.0%
PDI vs SPY
+627.2%
-356.2%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.8% | -0.9% |
| 7D | +1.4% | -0.6% | +2.0% | +1.7% |
| 30D | +5.7% | -3.7% | +9.3% | +7.8% |
| 3M | -3.3% | -2.7% | -0.6% | -1.9% |
| 6M | -8.3% | +2.2% | -10.5% | -9.6% |
| YTD | -3.7% | +10.8% | -14.5% | -9.3% |
| 1Y | -5.2% | +11.2% | -16.4% | -11.0% |
| 3Y | +33.0% | +76.5% | -43.5% | -5.1% |
| 5Y | +12.9% | +72.9% | -60.0% | -19.6% |
| 10Y | +88.8% | +304.8% | -216.1% | -13.9% |
| All | +271.0% | +627.2% | -356.2% | +46.8% |
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