+98.5%
PDLB vs SPY
+67.4%
+31.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.9% | -0.7% |
| 7D | -3.5% | -2.7% | -0.8% | -2.3% |
| 30D | +8.1% | -5.4% | +13.5% | +10.8% |
| 3M | +7.7% | -4.1% | +11.8% | +9.7% |
| 6M | +22.4% | +0.7% | +21.7% | +21.8% |
| YTD | +32.7% | +8.7% | +24.1% | +27.4% |
| 1Y | +48.8% | +10.9% | +38.0% | +41.5% |
| 3Y | +171.9% | +75.0% | +96.9% | +118.6% |
| All | +98.5% | +67.4% | +31.1% | +58.4% |
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 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