+107.7%
PDLB vs SPY
+244.3%
-136.6%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | +0.2% |
| 7D | +2.2% | +2.6% | -0.4% | +0.4% |
| 30D | +11.2% | -2.0% | +13.2% | +12.6% |
| 3M | +7.0% | -2.8% | +9.8% | +9.0% |
| 6M | +26.3% | +2.1% | +24.2% | +24.1% |
| YTD | +35.7% | +11.5% | +24.2% | +25.3% |
| 1Y | +40.6% | +13.5% | +27.2% | +28.4% |
| 3Y | +176.6% | +77.7% | +98.9% | +85.0% |
| 5Y | +101.2% | +72.6% | +28.6% | +35.6% |
| All | +107.7% | +244.3% | -136.6% | -20.7% |
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 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