+40.8%
PFD vs SPY
+313.4%
-272.6%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.1% |
| 7D | +0.1% | +0.1% | 0.0% | 0.0% |
| 30D | -0.6% | +0.1% | -0.7% | -0.7% |
| 3M | 0.0% | +2.0% | -2.0% | -1.2% |
| 6M | -1.4% | +13.0% | -14.4% | -8.2% |
| YTD | -0.3% | +13.5% | -13.8% | -7.4% |
| 1Y | +4.6% | +20.0% | -15.3% | -6.0% |
| 3Y | +42.8% | +77.2% | -34.4% | +0.5% |
| 5Y | -0.8% | +81.9% | -82.7% | -32.3% |
| All | +40.8% | +313.4% | -272.6% | -44.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling