-95.0%
PDYN vs SPY
+77.0%
-172.0%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -4.4% | -10.8% | -8.3% |
| 7D | -26.5% | -4.7% | -21.8% | -20.0% |
| 30D | -49.5% | -5.9% | -43.6% | -43.8% |
| 3M | -54.7% | -4.5% | -50.1% | -50.6% |
| 6M | -55.9% | +1.8% | -57.7% | -55.7% |
| YTD | -36.5% | +8.3% | -44.8% | -41.1% |
| 1Y | -63.8% | +9.3% | -73.2% | -66.7% |
| 3Y | +399.1% | +74.9% | +324.2% | +176.8% |
| 5Y | -93.4% | +67.3% | -160.7% | -96.3% |
| All | -95.0% | +77.0% | -172.0% | -97.4% |
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