+197.0%
PDN vs SPY
+611.2%
-414.2%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.4% |
| 7D | +0.7% | +0.1% | +0.6% | +0.6% |
| 30D | +2.4% | +0.1% | +2.4% | +2.4% |
| 3M | +4.0% | +2.0% | +2.0% | +2.3% |
| 6M | +6.2% | +13.0% | -6.8% | -3.9% |
| YTD | +15.3% | +13.5% | +1.7% | +3.8% |
| 1Y | +22.6% | +20.0% | +2.6% | +5.5% |
| 3Y | +69.4% | +77.2% | -7.8% | +4.0% |
| 5Y | +40.9% | +81.9% | -41.0% | -16.2% |
| 10Y | +128.4% | +314.1% | -185.7% | -34.4% |
| All | +197.0% | +611.2% | -414.2% | -49.6% |
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 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