+33.7%
PFF vs SPY
+311.3%
-277.6%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.3% |
| 7D | +1.0% | +0.5% | +0.4% | +0.7% |
| 30D | -0.3% | -0.9% | +0.6% | +0.1% |
| 3M | -0.5% | +3.9% | -4.4% | -2.2% |
| 6M | +0.4% | +14.5% | -14.1% | -5.7% |
| YTD | +1.6% | +12.9% | -11.3% | -4.0% |
| 1Y | +0.6% | +19.4% | -18.8% | -7.4% |
| 3Y | +19.8% | +78.5% | -58.7% | -9.6% |
| 5Y | +3.8% | +81.8% | -77.9% | -23.2% |
| 10Y | +33.7% | +311.5% | -277.9% | -32.4% |
| All | +33.7% | +311.3% | -277.6% | -32.4% |
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