+79.1%
PFFA vs SPY
+219.8%
-140.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.6% |
| 7D | -1.6% | -0.8% | -0.9% | -1.1% |
| 30D | -1.4% | -1.1% | -0.3% | -0.6% |
| 3M | +0.1% | +3.9% | -3.7% | -2.7% |
| 6M | +1.6% | +13.6% | -12.0% | -7.8% |
| YTD | +2.1% | +12.7% | -10.6% | -6.9% |
| 1Y | +2.0% | +17.5% | -15.5% | -10.0% |
| 3Y | +40.3% | +76.9% | -36.6% | -12.8% |
| 5Y | +31.1% | +83.6% | -52.5% | -23.1% |
| All | +79.1% | +219.8% | -140.7% | -38.4% |
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