+22.5%
PFFD vs SPY
+251.2%
-228.7%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.5% |
| 7D | +0.2% | -0.4% | +0.5% | +0.3% |
| 30D | -1.6% | -1.4% | -0.2% | -1.0% |
| 3M | -1.0% | +3.7% | -4.7% | -2.5% |
| 6M | -0.8% | +13.0% | -13.8% | -5.5% |
| YTD | +0.3% | +12.4% | -12.1% | -4.3% |
| 1Y | -1.1% | +18.5% | -19.6% | -7.6% |
| 3Y | +15.8% | +77.6% | -61.8% | -8.8% |
| 5Y | -5.0% | +81.7% | -86.7% | -26.6% |
| All | +22.5% | +251.2% | -228.7% | -25.9% |
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