+90.0%
PFL vs SPY
+308.5%
-218.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.6% |
| 7D | -1.2% | +3.3% | -4.5% | -2.8% |
| 30D | -0.7% | -2.7% | +1.9% | +0.6% |
| 3M | -11.2% | -1.7% | -9.4% | -10.4% |
| 6M | -9.8% | +3.1% | -12.9% | -11.4% |
| YTD | -11.5% | +11.9% | -23.4% | -16.7% |
| 1Y | -10.3% | +12.0% | -22.3% | -15.6% |
| 3Y | +24.5% | +78.2% | -53.7% | -10.0% |
| 5Y | +5.9% | +73.2% | -67.3% | -23.1% |
| All | +90.0% | +308.5% | -218.5% | -13.2% |
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