-10.4%
PFFD vs SPY
+71.5%
-81.8%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.4% | -1.2% | +0.2% |
| 7D | +1.1% | +0.1% | +1.0% | +1.1% |
| 30D | -2.2% | -3.3% | +1.2% | -0.9% |
| 3M | -7.0% | -2.4% | -4.6% | -6.2% |
| 6M | -8.2% | +2.6% | -10.8% | -9.2% |
| YTD | -5.1% | +11.2% | -16.3% | -9.1% |
| 1Y | -4.8% | +13.4% | -18.2% | -9.5% |
| 3Y | +12.4% | +79.9% | -67.5% | -12.6% |
| 5Y | -10.4% | +72.2% | -82.5% | -30.7% |
| All | -10.4% | +71.5% | -81.8% | -30.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling