-92.8%
PDYN vs SPY
+67.4%
-160.2%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.6% | +0.3% | +11.3% | +11.2% |
| 7D | -8.9% | -2.7% | -6.2% | -4.2% |
| 30D | -42.0% | -5.4% | -36.6% | -36.0% |
| 3M | -48.7% | -4.1% | -44.6% | -44.5% |
| 6M | -53.3% | +0.7% | -54.0% | -52.3% |
| YTD | -29.1% | +8.7% | -37.8% | -34.6% |
| 1Y | -55.3% | +10.9% | -66.2% | -59.7% |
| 3Y | +451.1% | +75.0% | +376.1% | +204.1% |
| All | -92.8% | +67.4% | -160.2% | -95.9% |
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