+25.4%
PFFR vs SPY
+285.0%
-259.6%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.6% | -0.8% |
| 7D | -1.2% | +3.3% | -4.5% | -2.6% |
| 30D | -3.3% | -2.7% | -0.6% | -2.2% |
| 3M | -7.9% | -1.7% | -6.1% | -7.2% |
| 6M | -7.5% | +3.1% | -10.6% | -8.9% |
| YTD | -5.4% | +11.9% | -17.3% | -10.3% |
| 1Y | -6.2% | +12.0% | -18.1% | -11.1% |
| 3Y | +18.4% | +78.2% | -59.8% | -11.3% |
| 5Y | -1.6% | +73.2% | -74.9% | -26.0% |
| All | +25.4% | +285.0% | -259.6% | -36.0% |
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