+104.4%
PDLB vs SPY
+234.5%
-130.1%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.4% | +2.8% | +1.4% |
| 7D | -3.7% | -4.7% | +1.0% | -0.6% |
| 30D | +7.3% | -5.9% | +13.2% | +11.7% |
| 3M | +6.7% | -4.5% | +11.2% | +10.0% |
| 6M | +23.3% | +1.8% | +21.5% | +21.3% |
| YTD | +33.5% | +8.3% | +25.2% | +25.8% |
| 1Y | +47.2% | +9.3% | +37.9% | +37.8% |
| 3Y | +168.2% | +74.9% | +93.3% | +81.4% |
| 5Y | +103.7% | +67.3% | +36.4% | +40.3% |
| All | +104.4% | +234.5% | -130.1% | -20.4% |
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