+15.8%
PFLD vs SPY
+171.3%
-155.4%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | +0.1% |
| 7D | +0.1% | +0.5% | -0.4% | -0.1% |
| 30D | +0.1% | -0.9% | +1.0% | +0.4% |
| 3M | +0.8% | +3.9% | -3.1% | -0.5% |
| 6M | +1.9% | +14.5% | -12.6% | -2.8% |
| YTD | +3.1% | +12.9% | -9.8% | -1.2% |
| 1Y | +4.5% | +19.4% | -14.9% | -1.9% |
| 3Y | +13.5% | +78.5% | -65.0% | -9.0% |
| 5Y | +4.9% | +81.8% | -76.9% | -17.3% |
| All | +15.8% | +171.3% | -155.4% | -31.1% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling