-95.0%
PDSB vs SPY
+76.5%
-171.6%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.5% | -1.9% | -1.4% |
| 7D | +38.2% | -0.4% | +38.6% | +38.8% |
| 30D | -59.9% | -1.4% | -58.5% | -58.4% |
| 3M | -71.6% | +3.7% | -75.3% | -73.4% |
| 6M | -57.2% | +13.0% | -70.2% | -65.0% |
| YTD | -61.9% | +12.4% | -74.3% | -68.4% |
| 1Y | -75.2% | +18.5% | -93.7% | -81.1% |
| All | -95.0% | +76.5% | -171.6% | -98.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling