-4.6%
PFFD vs SPY
+14.6%
-19.2%
-10.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.7% | +0.2% | +1.1% |
| 7D | +0.3% | -0.7% | +1.0% | +0.6% |
| 30D | -2.2% | -1.0% | -1.1% | -1.7% |
| 3M | -7.5% | -0.3% | -7.2% | -7.4% |
| 6M | -7.2% | +7.3% | -14.6% | -10.1% |
| YTD | -5.3% | +13.3% | -18.6% | -10.4% |
| 1Y | -4.6% | +14.8% | -19.4% | -10.3% |
| All | -4.6% | +14.6% | -19.2% | -10.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling