-99.9%
PDSB vs SPY
+322.5%
-422.3%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +0.9% | -7.2% | -7.5% |
| 7D | +34.1% | -0.8% | +34.9% | +35.0% |
| 30D | +21.9% | -1.1% | +23.0% | +23.3% |
| 3M | -73.7% | +3.9% | -77.5% | -74.8% |
| 6M | -56.9% | +13.6% | -70.5% | -62.5% |
| YTD | -61.7% | +12.7% | -74.4% | -66.2% |
| 1Y | -75.0% | +17.5% | -92.5% | -78.9% |
| 3Y | -95.0% | +76.9% | -171.9% | -97.3% |
| 5Y | -98.1% | +83.6% | -181.7% | -99.0% |
| All | -99.9% | +322.5% | -422.3% | -100.0% |
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