+52.7%
PFD vs SPY
+304.1%
-251.5%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.6% |
| 7D | -0.3% | -0.6% | +0.3% | 0.0% |
| 30D | 0.0% | -3.7% | +3.7% | +2.0% |
| 3M | -5.2% | -2.7% | -2.4% | -3.9% |
| 6M | -5.6% | +2.2% | -7.8% | -7.0% |
| YTD | -5.9% | +10.8% | -16.8% | -11.6% |
| 1Y | -4.8% | +11.2% | -16.1% | -10.8% |
| 3Y | +33.7% | +76.5% | -42.8% | -5.6% |
| 5Y | -12.7% | +72.9% | -85.7% | -38.4% |
| 10Y | +52.7% | +304.8% | -252.2% | -32.7% |
| All | +52.7% | +304.1% | -251.5% | -32.7% |
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