+543.6%
PDYN vs SPY
+78.0%
+465.6%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.2% | +2.4% | +14.9% | +12.2% |
| 7D | +6.0% | +0.1% | +5.9% | +7.3% |
| 30D | -29.8% | -3.3% | -26.4% | -23.2% |
| 3M | -40.9% | -2.4% | -38.5% | -36.5% |
| 6M | -42.1% | +2.6% | -44.6% | -42.7% |
| YTD | -16.9% | +11.2% | -28.1% | -28.8% |
| 1Y | -49.1% | +13.4% | -62.5% | -57.6% |
| 3Y | +543.6% | +79.9% | +463.7% | +225.6% |
| All | +543.6% | +78.0% | +465.6% | +225.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling