+59.2%
PFFA vs SPY
+216.4%
-157.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.1% |
| 7D | -2.5% | +2.6% | -5.1% | -4.4% |
| 30D | -5.4% | -2.0% | -3.5% | -4.1% |
| 3M | -12.8% | -2.8% | -10.0% | -11.1% |
| 6M | -13.0% | +2.1% | -15.2% | -14.6% |
| YTD | -9.3% | +11.5% | -20.7% | -16.6% |
| 1Y | -7.5% | +13.5% | -21.0% | -16.2% |
| 3Y | +27.4% | +77.7% | -50.3% | -21.2% |
| 5Y | +15.7% | +72.6% | -56.9% | -27.8% |
| All | +59.2% | +216.4% | -157.2% | -44.9% |
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