+3.1%
PDS vs SPY
+315.0%
-312.0%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.4% | -1.8% | -2.5% |
| 7D | -5.5% | +0.1% | -5.6% | -6.0% |
| 30D | +9.7% | -3.3% | +13.1% | +14.2% |
| 3M | +21.9% | -2.4% | +24.3% | +25.0% |
| 6M | +5.2% | +2.6% | +2.6% | +0.3% |
| YTD | +28.5% | +11.2% | +17.2% | +8.7% |
| 1Y | +59.2% | +13.4% | +45.8% | +31.2% |
| 3Y | +56.3% | +79.9% | -23.6% | -32.1% |
| 5Y | +115.3% | +72.2% | +43.2% | -1.6% |
| 10Y | +3.1% | +307.3% | -304.3% | -86.8% |
| All | +3.1% | +315.0% | -312.0% | -86.8% |
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