-7.1%
PFFD vs SPY
+11.8%
-18.9%
-10.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.2% |
| 7D | -1.0% | +3.3% | -4.2% | -2.4% |
| 30D | -4.1% | -2.7% | -1.4% | -2.9% |
| 3M | -9.1% | -1.7% | -7.4% | -8.5% |
| 6M | -9.7% | +3.1% | -12.8% | -11.0% |
| YTD | -7.0% | +11.9% | -18.9% | -11.7% |
| 1Y | -7.1% | +12.0% | -19.1% | -11.8% |
| All | -7.1% | +11.8% | -18.9% | -11.8% |
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