+715.9%
PFD vs SPY
+2,945.2%
-2,229.3%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.4% | +3.2% | +1.2% |
| 7D | 0.0% | -4.7% | +4.7% | +2.6% |
| 30D | -0.3% | -5.9% | +5.6% | +3.0% |
| 3M | -6.3% | -4.5% | -1.8% | -4.1% |
| 6M | -5.6% | +1.8% | -7.4% | -6.8% |
| YTD | -6.0% | +8.3% | -14.4% | -10.4% |
| 1Y | -5.1% | +9.3% | -14.4% | -10.0% |
| 3Y | +36.4% | +74.9% | -38.4% | -1.4% |
| 5Y | -11.3% | +67.3% | -78.6% | -35.4% |
| 10Y | +51.8% | +311.6% | -259.7% | -33.6% |
| All | +715.9% | +2,945.2% | -2,229.3% | +87.6% |
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