+453.0%
PDP vs SPY
+656.4%
-203.4%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.3% | +0.7% | +0.7% |
| 7D | -6.1% | -2.7% | -3.4% | -3.4% |
| 30D | -10.5% | -5.4% | -5.1% | -5.1% |
| 3M | -9.2% | -4.1% | -5.1% | -5.0% |
| 6M | -12.6% | +0.7% | -13.3% | -12.8% |
| YTD | +7.3% | +8.7% | -1.4% | -0.8% |
| 1Y | +7.3% | +10.9% | -3.6% | -2.6% |
| 3Y | +62.6% | +75.0% | -12.4% | -6.9% |
| 5Y | +25.9% | +67.8% | -41.8% | -24.2% |
| 10Y | +217.9% | +312.9% | -94.9% | -22.0% |
| All | +453.0% | +656.4% | -203.4% | -22.7% |
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