-28.1%
PDM vs SPY
+311.3%
-339.4%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.2% | -1.2% |
| 7D | -0.3% | +0.5% | -0.9% | -0.9% |
| 30D | +0.3% | -0.9% | +1.3% | +1.3% |
| 3M | +6.6% | +3.9% | +2.7% | +1.9% |
| 6M | +31.0% | +14.5% | +16.5% | +12.6% |
| YTD | +14.0% | +12.9% | +1.1% | -0.4% |
| 1Y | +7.8% | +19.4% | -11.5% | -11.5% |
| 3Y | +55.1% | +78.5% | -23.4% | -17.2% |
| 5Y | -31.0% | +81.8% | -112.7% | -64.1% |
| 10Y | -28.1% | +311.5% | -339.6% | -82.6% |
| All | -28.1% | +311.3% | -339.4% | -82.6% |
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