+97.9%
PDM vs SPY
+79.4%
+18.5%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.8% | -0.7% |
| 7D | -0.6% | -0.9% | +0.3% | +0.2% |
| 30D | +10.1% | -2.4% | +12.5% | +12.4% |
| 3M | +7.1% | -1.2% | +8.2% | +8.0% |
| 6M | +20.7% | +3.3% | +17.5% | +16.1% |
| YTD | +20.0% | +12.3% | +7.7% | +5.8% |
| 1Y | +21.9% | +12.4% | +9.5% | +7.2% |
| All | +97.9% | +79.4% | +18.5% | -34.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling