+112.9%
PDX vs SPY
+218.2%
-105.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.4% | -2.7% | -2.5% |
| 7D | -2.2% | +0.1% | -2.3% | -2.5% |
| 30D | -0.9% | -3.3% | +2.4% | +2.1% |
| 3M | -3.2% | -2.4% | -0.8% | -1.3% |
| 6M | +0.7% | +2.6% | -1.8% | -2.3% |
| YTD | +16.4% | +11.2% | +5.1% | +3.6% |
| 1Y | +17.0% | +13.4% | +3.6% | +2.1% |
| 3Y | +50.5% | +79.9% | -29.4% | -19.7% |
| 5Y | +140.5% | +72.2% | +68.3% | +33.1% |
| All | +112.9% | +218.2% | -105.3% | -32.0% |
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