+29.5%
PFFV vs SPY
+170.0%
-140.5%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.4% | -2.3% | -0.5% |
| 7D | +0.1% | +0.1% | 0.0% | +0.1% |
| 30D | -2.1% | -3.3% | +1.2% | -1.3% |
| 3M | -3.1% | -2.4% | -0.7% | -2.6% |
| 6M | -2.9% | +2.6% | -5.4% | -3.6% |
| YTD | +0.1% | +11.2% | -11.2% | -2.8% |
| 1Y | -0.6% | +13.4% | -14.0% | -4.0% |
| 3Y | +17.2% | +79.9% | -62.7% | -1.2% |
| 5Y | +6.1% | +72.2% | -66.1% | -11.0% |
| All | +29.5% | +170.0% | -140.5% | -2.3% |
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