+27.8%
PFFR vs SPY
+281.3%
-253.5%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.5% |
| 7D | +0.7% | -0.6% | +1.2% | +0.9% |
| 30D | -1.7% | -3.7% | +2.0% | -0.1% |
| 3M | -5.9% | -2.7% | -3.1% | -4.8% |
| 6M | -5.6% | +2.2% | -7.8% | -6.7% |
| YTD | -3.6% | +10.8% | -14.4% | -8.2% |
| 1Y | -4.0% | +11.2% | -15.3% | -8.8% |
| 3Y | +20.7% | +76.5% | -55.8% | -9.2% |
| 5Y | 0.0% | +72.9% | -72.9% | -24.8% |
| All | +27.8% | +281.3% | -253.5% | -34.4% |
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