-14.2%
PDM vs SPY
+312.9%
-327.1%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.3% | +0.8% | +0.8% |
| 7D | +3.9% | -2.7% | +6.6% | +6.8% |
| 30D | +9.7% | -5.4% | +15.1% | +16.0% |
| 3M | +5.7% | -4.1% | +9.8% | +10.2% |
| 6M | +18.0% | +0.7% | +17.3% | +16.2% |
| YTD | +19.5% | +8.7% | +10.9% | +8.5% |
| 1Y | +20.6% | +10.9% | +9.7% | +6.9% |
| 3Y | +82.8% | +75.0% | +7.8% | -1.1% |
| 5Y | -32.1% | +67.8% | -99.9% | -61.5% |
| All | -14.2% | +312.9% | -327.1% | -75.7% |
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