+32.8%
PDP vs SPY
+74.0%
-41.2%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.4% | -0.3% |
| 7D | +5.8% | +3.3% | +2.5% | +1.9% |
| 30D | -6.0% | -2.7% | -3.3% | -2.9% |
| 3M | -7.2% | -1.7% | -5.5% | -5.2% |
| 6M | -7.3% | +3.1% | -10.4% | -10.1% |
| YTD | +12.3% | +11.9% | +0.4% | -0.4% |
| 1Y | +11.0% | +12.0% | -1.0% | -1.4% |
| 3Y | +66.6% | +78.2% | -11.6% | -10.7% |
| 5Y | +32.8% | +73.2% | -40.4% | -24.4% |
| All | +32.8% | +74.0% | -41.2% | -24.4% |
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 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