+67.4%
PDT vs SPY
+311.3%
-243.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.9% | +0.8% |
| 7D | -0.8% | +0.5% | -1.3% | -1.2% |
| 30D | -1.0% | -0.9% | -0.1% | -0.3% |
| 3M | -0.4% | +3.9% | -4.3% | -3.7% |
| 6M | -2.6% | +14.5% | -17.1% | -13.3% |
| YTD | +3.7% | +12.9% | -9.3% | -6.8% |
| 1Y | +0.5% | +19.4% | -18.8% | -13.9% |
| 3Y | +59.6% | +78.5% | -18.9% | -6.2% |
| 5Y | +8.6% | +81.8% | -73.2% | -38.3% |
| 10Y | +67.4% | +311.5% | -244.1% | -55.7% |
| All | +67.4% | +311.3% | -243.9% | -55.7% |
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