undamentalytics Newsletter
Sign in

Funds (13F)

PDT Partners, LLC

Backtest from 12 Jun 2015 to 2 Nov 2026 · weekly · hypothetical

Watch this strategy
Return a year
+13.9%
S&P 500 +13.8%
Last 12 months
+16.9%
S&P 500 +12.1%
Sharpe ratio
0.61
S&P 500 0.72
Biggest drop
−37.5%
S&P 500 −31.8%
$10.0k$20.0k$40.0k 201520172019202120232025 $44.0k$43.5k
PDT Partners, LLCS&P 500 $10,000 in PDT Partners, LLC from 12 Jun 2015 against the S&P 500 (total return) over the same dates, marked weekly, log scale. Hypothetical: before taxes and trading costs.

About

Copies PDT Partners, LLC's quarterly 13F holdings in the companies we cover, weighted by reported value: it buys on the first trading day after each 13F is filed (up to 45 days after the quarter) and holds until the next filing. A 13F shows long US-listed positions only, at the quarter's end, so this misses shorts, cash, bonds, non-US holdings and trading within the quarter.

PDT Partners, LLC's 13F holdings →

Key statistics

MeasureStrategyS&P 500
Return a year (compound)+13.9%+13.8%
Total return+340%+335%
Last 12 months+16.9%+12.1%
Last 3 months−1.3%—
Last month−1.4%—
This year so far+13.4%—
Volatility a year21.4%16.7%
Sharpe ratio0.610.72
Biggest drop−37.5%−31.8%
Beta to the S&P 5001.171.00
Alpha a year (t-statistic)−1.0% (−0.39)—
Share of weeks up57%—

Sharpe ratio uses returns above the 3-month Treasury bill rate. Alpha is the yearly return left after allowing for the strategy's exposure to the S&P 500 (CAPM); a t-statistic below about 2 means it cannot be told apart from luck.

Insights

CompanyWeightHeld sinceReturn since
STLA1.8%——
MKSI1.7%——
TSN1.5%——
AEIS1.3%——
SN1.2%——
PBF1.1%——
SU1.1%——
STX1.1%——
INTC1.0%——
CVX1.0%——
LUV1.0%——
NVDA0.9%——
PH0.9%——
MCK0.9%——
SF0.9%——
JBL0.9%——
SCHW0.9%——
MRVL0.8%——
DK0.8%——
HUM0.8%——
SOLS0.8%——
RS0.8%——
ATKR0.8%——
CVI0.8%——
NBIS0.8%——
MIRM0.8%——
LOGI0.8%——
CAKE0.7%——
DPZ0.7%——
IPAR0.7%——
CME0.7%——
FOXA0.7%——
TRN0.7%——
MCHP0.7%——
NKE0.7%——
INTU0.7%——
ACM0.7%——
SIRI0.6%——
WSM0.6%——
ERIE0.6%——
LYB0.6%——
BBY0.6%——
PAG0.6%——
GVA0.6%——
OLN0.6%——
MTZ0.6%——
DAN0.6%——
BGC0.6%——
TJX0.6%——
VFC0.6%——
EL0.5%——
RCUS0.5%——
M0.5%——
PAYC0.5%——
PPC0.5%——
ALB0.5%——
VIRT0.5%——
J0.5%——
TPR0.5%——
AMR0.5%——
HWM0.5%——
CM0.5%——
FPS0.5%——
LEVI0.5%——
ABBV0.5%——
FG0.5%——
AIR0.5%——
CMBT0.5%——
SPHR0.4%——
MWA0.4%——
CVE0.4%——
DRI0.4%——
PR0.4%——
GLXY0.4%——
ITW0.4%——
PARR0.4%——
NSP0.4%——
OSIS0.4%——
IRDM0.4%——
KALU0.4%——
ALC0.4%——
WHR0.4%——
ANDE0.4%——
XMTR0.4%——
TIGO0.4%——
VG0.4%——
ELF0.4%——
SAH0.4%——
GD0.4%——
KLIC0.4%——
LNT0.4%——
FORM0.4%——
BHE0.4%——
HE0.4%——
FTI0.4%——
SVM0.4%——
FMC0.4%——
TROX0.3%——
HOG0.3%——
SONO0.3%——
MTB0.3%——
VSH0.3%——
ZWS0.3%——
AVGO0.3%——
WING0.3%——
ROST0.3%——
RTX0.3%——
WLK0.3%——
FLNG0.3%——
GE0.3%——
B0.3%——
SLM0.3%——
BNS0.3%——
FTRE0.3%——
FTDR0.3%——
DAC0.3%——
HPE0.3%——
CALY0.3%——
DIOD0.3%——
MUX0.3%——
TEL0.3%——
WCC0.3%——
CNQ0.3%——
INDV0.3%——
MTRN0.3%——
STN0.3%——
CRAI0.3%——
LMND0.3%——
PRVA0.3%——
SII0.3%——
BTE0.2%——
URBN0.2%——
AUPH0.2%——
WMS0.2%——
TU0.2%——
CRGY0.2%——
IDA0.2%——
NAVI0.2%——
BG0.2%——
TROW0.2%——
GM0.2%——
STE0.2%——
SFL0.2%——
AQN0.2%——
AOS0.2%——
OXY0.2%——
ATEN0.2%——
CCOI0.2%——
BRKR0.2%——
ARQT0.2%——

Weighted by reported value in the latest 13F, held until the next filing.

PeriodReturn a yearS&P 500SharpeS&P 500Biggest dropBetaAlpha (t)
Whole backtest12 Jun 2015 to 2 Nov 2026+13.9%+13.8%0.610.72−37.5%1.17−1.0% (−0.39)
2018 onwards5 Jan 2018 to 2 Nov 2026+13.4%+13.9%0.540.66−37.5%1.17−1.4% (−0.43)
Last three years3 Nov 2023 to 2 Nov 2026+24.4%+21.8%1.061.16−21.0%1.07+1.7% (0.29)
Last year7 Nov 2025 to 2 Nov 2026+18.3%+14.2%1.040.84−6.8%0.75+6.1% (0.63)
DateCompanyAction
21 Aug 2026WSTBought
21 Aug 2026WMKBought
21 Aug 2026WINGBought
21 Aug 2026WHRBought
21 Aug 2026WDBought
21 Aug 2026WCCBought
21 Aug 2026VTSBought
21 Aug 2026VSHBought
21 Aug 2026VGBought
21 Aug 2026UCBBought
21 Aug 2026TROWBought
21 Aug 2026TKOBought
21 Aug 2026TBought
21 Aug 2026SXCBought
21 Aug 2026STXBought
21 Aug 2026STLABought
21 Aug 2026SLMBought
21 Aug 2026SCHWBought
21 Aug 2026RYZBought
21 Aug 2026RPRXBought
21 Aug 2026ROLBought
21 Aug 2026RJFBought
21 Aug 2026PXEDBought
21 Aug 2026PWRBought
21 Aug 2026PWPBought

Dated at the rebalance that made the change.

DateCompanyAction
21 Aug 2026ZETASold
21 Aug 2026YUMCSold
21 Aug 2026YETISold
21 Aug 2026WRBYSold
21 Aug 2026VRTSold
21 Aug 2026VITLSold
21 Aug 2026UPSTSold
21 Aug 2026TXRHSold
21 Aug 2026TXNSold
21 Aug 2026TVTXSold
21 Aug 2026TTWOSold
21 Aug 2026TTEKSold
21 Aug 2026TRUSold
21 Aug 2026TMUSSold
21 Aug 2026TIPTSold
21 Aug 2026TBLASold
21 Aug 2026TATTSold
21 Aug 2026SYKSold
21 Aug 2026SOFISold
21 Aug 2026SNXSold
21 Aug 2026SMGSold
21 Aug 2026SGHCSold
21 Aug 2026SGSold
21 Aug 2026SEDGSold
21 Aug 2026SAICSold

Dated at the rebalance that made the change.

Backtests are hypothetical and use today's listed companies only, which flatters results. Past performance does not predict future returns. This is research, not investment advice. How we backtest