-99.6%
PDSB vs SPY
+374.0%
-473.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.9% | -0.4% | -10.6% | -10.4% |
| 7D | -29.0% | +2.6% | -31.6% | -31.8% |
| 30D | -38.1% | -2.0% | -36.1% | -36.2% |
| 3M | +274.7% | -2.8% | +277.5% | +289.6% |
| 6M | -34.4% | +2.1% | -36.5% | -35.1% |
| YTD | +13.4% | +11.5% | +1.9% | +1.4% |
| 1Y | +3.3% | +13.5% | -10.1% | -9.6% |
| 3Y | -83.4% | +77.7% | -161.1% | -91.5% |
| 5Y | -92.4% | +72.6% | -165.0% | -95.7% |
| 10Y | -99.6% | +308.2% | -407.8% | -99.9% |
| All | -99.6% | +374.0% | -473.6% | -99.9% |
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