-74.4%
PDSB vs SPY
+17.2%
-91.6%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -0.6% | +8.1% | +9.2% |
| 7D | +43.2% | -2.0% | +45.2% | +50.9% |
| 30D | +22.6% | -1.7% | +24.2% | +27.8% |
| 3M | -70.3% | +4.7% | -75.0% | -74.1% |
| 6M | -54.1% | +12.5% | -66.7% | -66.7% |
| YTD | -59.1% | +11.7% | -70.8% | -69.7% |
| 1Y | -74.4% | +17.5% | -91.9% | -81.1% |
| All | -74.4% | +17.2% | -91.6% | -81.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling