+22.5%
PDO vs SPY
+121.9%
-99.4%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.4% | +2.8% | +2.6% |
| 7D | +2.2% | +0.1% | +2.0% | +2.1% |
| 30D | -0.5% | +0.1% | -0.5% | -0.5% |
| 3M | +0.7% | +2.0% | -1.3% | -0.3% |
| 6M | -2.3% | +13.0% | -15.3% | -7.7% |
| YTD | 0.0% | +13.5% | -13.6% | -5.8% |
| 1Y | +2.8% | +20.0% | -17.2% | -5.6% |
| 3Y | +42.1% | +77.2% | -35.1% | +7.4% |
| 5Y | +10.4% | +81.9% | -71.5% | -20.5% |
| All | +22.5% | +121.9% | -99.4% | -14.7% |
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