+34.4%
PFFR vs SPY
+288.5%
-254.1%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.4% |
| 7D | -0.8% | +0.5% | -1.4% | -1.0% |
| 30D | -1.1% | -0.9% | -0.2% | -0.7% |
| 3M | +0.6% | +3.9% | -3.3% | -1.2% |
| 6M | +1.1% | +14.5% | -13.5% | -5.1% |
| YTD | +1.5% | +12.9% | -11.5% | -4.1% |
| 1Y | -0.5% | +19.4% | -19.9% | -8.4% |
| 3Y | +25.2% | +78.5% | -53.2% | -6.2% |
| 5Y | +4.6% | +81.8% | -77.2% | -23.4% |
| All | +34.4% | +288.5% | -254.1% | -31.6% |
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