+32.2%
PFF vs SPY
+315.0%
-282.8%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.4% | -1.2% | +0.1% |
| 7D | +1.2% | +0.1% | +1.1% | +1.1% |
| 30D | -2.7% | -3.3% | +0.7% | -1.2% |
| 3M | -5.7% | -2.4% | -3.3% | -4.7% |
| 6M | -7.6% | +2.6% | -10.2% | -8.8% |
| YTD | -3.9% | +11.2% | -15.1% | -8.6% |
| 1Y | -3.3% | +13.4% | -16.7% | -8.8% |
| 3Y | +15.9% | +79.9% | -64.0% | -13.0% |
| 5Y | -2.4% | +72.2% | -74.5% | -25.9% |
| 10Y | +32.2% | +307.3% | -275.1% | -33.2% |
| All | +32.2% | +315.0% | -282.8% | -33.2% |
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