+23.1%
PFFD vs SPY
+254.8%
-231.7%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.5% | +0.3% |
| 7D | -0.3% | +0.1% | -0.4% | -0.3% |
| 30D | -1.4% | +0.1% | -1.4% | -1.4% |
| 3M | -1.8% | +2.0% | -3.8% | -2.6% |
| 6M | -1.4% | +13.0% | -14.4% | -6.1% |
| YTD | +0.8% | +13.5% | -12.8% | -4.3% |
| 1Y | +0.5% | +20.0% | -19.5% | -6.6% |
| 3Y | +15.7% | +77.2% | -61.5% | -8.8% |
| 5Y | -4.6% | +81.9% | -86.5% | -26.3% |
| All | +23.1% | +254.8% | -231.7% | -25.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling