+1,534.3%
PDT vs SPY
+3,056.6%
-1,522.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | -0.6% |
| 7D | -0.2% | -0.9% | +0.7% | +0.2% |
| 30D | +1.1% | -2.4% | +3.4% | +2.1% |
| 3M | -3.8% | -1.2% | -2.7% | -3.4% |
| 6M | -4.2% | +3.3% | -7.5% | -6.0% |
| YTD | +1.0% | +12.3% | -11.3% | -4.9% |
| 1Y | -0.8% | +12.4% | -13.3% | -6.7% |
| 3Y | +50.6% | +78.8% | -28.2% | +12.3% |
| 5Y | +5.7% | +75.2% | -69.5% | -20.8% |
| 10Y | +105.6% | +311.1% | -205.5% | +8.9% |
| All | +1,534.3% | +3,056.6% | -1,522.3% | +337.3% |
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