+4.6%
PDS vs SPY
+311.3%
-306.7%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.3% | +1.4% |
| 7D | -1.9% | +0.5% | -2.5% | -2.6% |
| 30D | +19.6% | -0.9% | +20.5% | +20.9% |
| 3M | -6.8% | +3.9% | -10.7% | -12.1% |
| 6M | +1.0% | +14.5% | -13.6% | -17.4% |
| YTD | +26.0% | +12.9% | +13.1% | +5.0% |
| 1Y | +61.0% | +19.4% | +41.7% | +24.3% |
| 3Y | +29.0% | +78.5% | -49.5% | -43.3% |
| 5Y | +177.5% | +81.8% | +95.7% | +16.8% |
| 10Y | +4.6% | +311.5% | -306.9% | -86.8% |
| All | +4.6% | +311.3% | -306.7% | -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