+393.6%
PDYN vs SPY
+74.5%
+319.1%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -4.4% | -10.8% | -6.1% |
| 7D | -26.5% | -4.7% | -21.8% | -17.9% |
| 30D | -49.5% | -5.9% | -43.6% | -42.0% |
| 3M | -54.7% | -4.5% | -50.1% | -49.3% |
| 6M | -55.9% | +1.8% | -57.7% | -55.8% |
| YTD | -36.5% | +8.3% | -44.8% | -42.9% |
| 1Y | -63.8% | +9.3% | -73.2% | -67.7% |
| All | +393.6% | +74.5% | +319.1% | +159.6% |
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