+10.9%
PDO vs SPY
+81.0%
-70.1%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +1.0% |
| 7D | +1.8% | -0.4% | +2.1% | +1.9% |
| 30D | -2.4% | -1.4% | -1.0% | -1.8% |
| 3M | +0.3% | +3.7% | -3.4% | -1.4% |
| 6M | +1.5% | +13.0% | -11.5% | -4.2% |
| YTD | -1.2% | +12.4% | -13.6% | -6.6% |
| 1Y | +0.9% | +18.5% | -17.6% | -7.1% |
| 3Y | +40.6% | +77.6% | -37.1% | +4.8% |
| 5Y | +10.9% | +81.7% | -70.8% | -21.0% |
| All | +10.9% | +81.0% | -70.1% | -21.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling