+31.6%
PQDI vs SPY
+164.8%
-133.2%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | -0.1% |
| 7D | 0.0% | -0.4% | +0.4% | 0.0% |
| 30D | -0.4% | -1.4% | +0.9% | -0.3% |
| 3M | +0.4% | +3.7% | -3.3% | -0.1% |
| 6M | +0.6% | +13.0% | -12.4% | -1.0% |
| YTD | +1.5% | +12.4% | -10.9% | -0.1% |
| 1Y | +3.6% | +18.5% | -15.0% | +1.3% |
| 3Y | +27.4% | +77.6% | -50.2% | +17.7% |
| 5Y | +15.4% | +81.7% | -66.3% | +5.8% |
| All | +31.6% | +164.8% | -133.2% | +11.5% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling