+89.9%
PFF vs SPY
+638.1%
-548.2%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.1% | +0.3% |
| 7D | -0.7% | -2.7% | +2.0% | +0.7% |
| 30D | -3.8% | -5.4% | +1.6% | -0.8% |
| 3M | -6.5% | -4.1% | -2.4% | -4.3% |
| 6M | -8.4% | +0.7% | -9.1% | -8.9% |
| YTD | -5.0% | +8.7% | -13.7% | -9.5% |
| 1Y | -4.3% | +10.9% | -15.2% | -9.8% |
| 3Y | +13.1% | +75.0% | -61.9% | -18.7% |
| 5Y | -3.9% | +67.8% | -71.7% | -30.1% |
| 10Y | +29.9% | +312.9% | -282.9% | -46.8% |
| All | +89.9% | +638.1% | -548.2% | -55.1% |
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