-94.1%
PDYN vs SPY
+72.1%
-166.2%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.4% | -4.3% | -4.1% |
| 7D | +2.3% | +2.6% | -0.3% | -1.4% |
| 30D | -25.8% | -2.0% | -23.8% | -22.3% |
| 3M | -50.9% | -2.8% | -48.1% | -47.7% |
| 6M | -53.5% | +2.1% | -55.7% | -53.5% |
| YTD | -27.5% | +11.5% | -39.0% | -35.5% |
| 1Y | -50.2% | +13.5% | -63.7% | -56.6% |
| 3Y | +442.1% | +77.7% | +364.4% | +191.7% |
| All | -94.1% | +72.1% | -166.2% | -96.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling