+44.0%
PDS vs SPY
+1,632.5%
-1,588.5%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.4% | -2.2% | -2.2% |
| 7D | -0.3% | +0.1% | -0.4% | -0.4% |
| 30D | +20.1% | +0.1% | +20.0% | +19.9% |
| 3M | -8.9% | +2.0% | -10.9% | -11.2% |
| 6M | +2.2% | +13.0% | -10.8% | -12.2% |
| YTD | +25.1% | +13.5% | +11.6% | +7.0% |
| 1Y | +54.3% | +20.0% | +34.3% | +24.1% |
| 3Y | +31.9% | +77.2% | -45.2% | -31.0% |
| 5Y | +168.3% | +81.9% | +86.5% | +35.7% |
| 10Y | +4.1% | +314.1% | -310.0% | -75.4% |
| All | +44.0% | +1,632.5% | -1,588.5% | -88.3% |
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