+111.5%
PDX vs SPY
+217.0%
-105.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.3% | -0.3% |
| 7D | -2.6% | -0.6% | -2.0% | -2.3% |
| 30D | -1.6% | -3.7% | +2.1% | +1.8% |
| 3M | -3.4% | -2.7% | -0.7% | -1.1% |
| 6M | +0.1% | +2.2% | -2.1% | -2.6% |
| YTD | +15.6% | +10.8% | +4.8% | +3.3% |
| 1Y | +15.1% | +11.2% | +3.8% | +2.3% |
| 3Y | +49.1% | +76.5% | -27.4% | -18.8% |
| 5Y | +140.9% | +72.9% | +67.9% | +32.5% |
| All | +111.5% | +217.0% | -105.5% | -32.2% |
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