+227.8%
PDP vs SPY
+311.8%
-83.9%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.3% | +0.6% | +0.5% |
| 7D | +0.2% | -0.9% | +1.1% | +1.3% |
| 30D | -5.6% | -2.4% | -3.2% | -3.0% |
| 3M | -4.8% | -1.2% | -3.7% | -3.4% |
| 6M | -7.2% | +3.3% | -10.5% | -10.0% |
| YTD | +13.1% | +12.3% | +0.8% | +0.5% |
| 1Y | +11.9% | +12.4% | -0.6% | -0.5% |
| 3Y | +67.8% | +78.8% | -11.0% | -8.4% |
| 5Y | +34.6% | +75.2% | -40.5% | -24.4% |
| 10Y | +227.8% | +311.1% | -83.3% | -24.0% |
| All | +227.8% | +311.8% | -83.9% | -24.0% |
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 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