+124.5%
PDX vs SPY
+224.8%
-100.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.1% |
| 7D | +1.1% | +0.1% | +1.0% | +0.9% |
| 30D | +2.7% | +0.1% | +2.6% | +2.6% |
| 3M | +3.7% | +2.0% | +1.7% | +1.5% |
| 6M | +11.0% | +13.0% | -2.0% | -2.2% |
| YTD | +22.7% | +13.5% | +9.2% | +7.5% |
| 1Y | +10.4% | +20.0% | -9.6% | -8.7% |
| 3Y | +80.7% | +77.2% | +3.5% | -1.6% |
| 5Y | +200.8% | +81.9% | +118.9% | +56.7% |
| All | +124.5% | +224.8% | -100.3% | -29.5% |
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 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