+44.5%
PDM vs SPY
+864.0%
-819.6%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | +0.3% |
| 7D | +1.5% | +0.1% | +1.4% | +1.3% |
| 30D | +0.2% | +0.1% | +0.2% | +0.1% |
| 3M | +8.5% | +2.0% | +6.5% | +6.0% |
| 6M | +28.0% | +13.0% | +15.0% | +13.1% |
| YTD | +16.1% | +13.5% | +2.5% | +2.1% |
| 1Y | +12.6% | +20.0% | -7.4% | -6.3% |
| 3Y | +52.9% | +77.2% | -24.3% | -12.3% |
| 5Y | -30.3% | +81.9% | -112.2% | -61.2% |
| 10Y | -26.2% | +314.1% | -340.2% | -79.8% |
| All | +44.5% | +864.0% | -819.6% | -81.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling