+503.0%
PDP vs SPY
+690.3%
-187.4%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.1% | +2.1% |
| 7D | +1.8% | +0.1% | +1.6% | +1.6% |
| 30D | -1.8% | +0.1% | -1.8% | -1.8% |
| 3M | -6.5% | +2.0% | -8.5% | -8.1% |
| 6M | +7.2% | +13.0% | -5.8% | -5.0% |
| YTD | +17.0% | +13.5% | +3.4% | +3.2% |
| 1Y | +21.7% | +20.0% | +1.7% | +1.8% |
| 3Y | +67.3% | +77.2% | -9.9% | -5.6% |
| 5Y | +44.8% | +81.9% | -37.1% | -19.9% |
| 10Y | +223.8% | +314.1% | -90.2% | -21.0% |
| All | +503.0% | +690.3% | -187.4% | -19.6% |
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