+1,572.4%
PDT vs SPY
+3,091.8%
-1,519.4%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.8% |
| 7D | -1.5% | +0.1% | -1.6% | -1.6% |
| 30D | -1.3% | +0.1% | -1.3% | -1.3% |
| 3M | -0.6% | +2.0% | -2.6% | -1.7% |
| 6M | -4.1% | +13.0% | -17.1% | -9.8% |
| YTD | +3.3% | +13.5% | -10.2% | -3.1% |
| 1Y | +0.8% | +20.0% | -19.1% | -8.0% |
| 3Y | +57.5% | +77.2% | -19.7% | +18.1% |
| 5Y | +9.8% | +81.9% | -72.0% | -19.1% |
| 10Y | +67.4% | +314.1% | -246.6% | -11.5% |
| All | +1,572.4% | +3,091.8% | -1,519.4% | +345.7% |
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 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