-12.8%
PDM vs SPY
+315.0%
-327.8%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.4% | -1.3% | -1.4% |
| 7D | +3.2% | +0.1% | +3.1% | +3.0% |
| 30D | +11.6% | -3.3% | +15.0% | +15.4% |
| 3M | +6.3% | -2.4% | +8.7% | +8.8% |
| 6M | +18.9% | +2.6% | +16.3% | +14.8% |
| YTD | +20.9% | +11.2% | +9.6% | +7.0% |
| 1Y | +22.0% | +13.4% | +8.6% | +5.7% |
| 3Y | +100.0% | +79.9% | +20.1% | +4.9% |
| 5Y | -31.2% | +72.2% | -103.4% | -62.1% |
| 10Y | -12.8% | +307.3% | -320.1% | -77.0% |
| All | -12.8% | +315.0% | -327.8% | -77.0% |
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