-89.5%
PDYN vs SPY
+85.5%
-175.0%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +1.1% |
| 7D | -0.9% | +0.1% | -1.0% | -1.0% |
| 30D | -4.4% | +0.1% | -4.4% | -4.3% |
| 3M | -30.0% | +2.0% | -32.0% | -31.4% |
| 6M | -23.1% | +13.0% | -36.2% | -34.7% |
| YTD | +34.0% | +13.5% | +20.5% | +14.1% |
| 1Y | -18.4% | +20.0% | -38.4% | -34.6% |
| 3Y | +396.5% | +77.2% | +319.3% | +162.6% |
| All | -89.5% | +85.5% | -175.0% | -94.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling