-12.4%
PDM vs SPY
+311.8%
-324.1%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.8% | -0.9% |
| 7D | -0.6% | -0.9% | +0.3% | +0.2% |
| 30D | +10.1% | -2.4% | +12.5% | +12.6% |
| 3M | +7.1% | -1.2% | +8.2% | +8.0% |
| 6M | +20.7% | +3.3% | +17.5% | +15.7% |
| YTD | +20.0% | +12.3% | +7.7% | +5.2% |
| 1Y | +21.9% | +12.4% | +9.5% | +6.6% |
| 3Y | +97.2% | +78.8% | +18.4% | +4.2% |
| 5Y | -32.7% | +75.2% | -107.8% | -63.6% |
| 10Y | -12.4% | +311.1% | -323.5% | -77.5% |
| All | -12.4% | +311.8% | -324.1% | -77.5% |
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