-48.9%
PDYN vs SPY
+12.3%
-61.3%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.2% | +2.4% | +14.9% | +10.0% |
| 7D | +6.0% | +0.1% | +5.9% | +7.2% |
| 30D | -29.8% | -3.3% | -26.4% | -20.9% |
| 3M | -40.9% | -2.4% | -38.5% | -35.1% |
| 6M | -42.1% | +2.6% | -44.6% | -43.7% |
| YTD | -16.9% | +11.2% | -28.1% | -36.3% |
| All | -48.9% | +12.3% | -61.3% | -61.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling