+34.3%
PFFR vs SPY
+286.7%
-252.4%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | +0.1% |
| 7D | -0.8% | -0.4% | -0.4% | -0.6% |
| 30D | -1.1% | -1.4% | +0.3% | -0.5% |
| 3M | +0.3% | +3.7% | -3.4% | -1.4% |
| 6M | +1.5% | +13.0% | -11.5% | -4.1% |
| YTD | +1.4% | +12.4% | -11.0% | -4.0% |
| 1Y | -0.5% | +18.5% | -19.0% | -8.1% |
| 3Y | +25.1% | +77.6% | -52.5% | -6.1% |
| 5Y | +4.2% | +81.7% | -77.5% | -23.7% |
| All | +34.3% | +286.7% | -252.4% | -31.5% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling