+19.3%
PDO vs SPY
+118.4%
-99.1%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.6% | -0.9% | -1.2% |
| 7D | -0.3% | -2.0% | +1.7% | +0.6% |
| 30D | -3.7% | -1.7% | -2.1% | -3.0% |
| 3M | -1.1% | +4.7% | -5.8% | -3.1% |
| 6M | -1.1% | +12.5% | -13.6% | -6.4% |
| YTD | -2.7% | +11.7% | -14.4% | -7.6% |
| 1Y | -0.5% | +17.5% | -18.0% | -7.8% |
| 3Y | +38.4% | +76.6% | -38.1% | +4.8% |
| 5Y | +9.4% | +82.0% | -72.6% | -20.9% |
| All | +19.3% | +118.4% | -99.1% | -16.4% |
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 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