+3.3%
PFLD vs SPY
+72.1%
-68.8%
-15.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | 0.0% | -0.3% |
| 7D | -0.8% | +2.6% | -3.4% | -1.3% |
| 30D | -0.2% | -2.0% | +1.8% | +0.2% |
| 3M | -1.4% | -2.8% | +1.4% | -0.9% |
| 6M | -0.5% | +2.1% | -2.7% | -1.1% |
| YTD | +1.6% | +11.5% | -9.9% | -0.9% |
| 1Y | +2.2% | +13.5% | -11.3% | -0.7% |
| 3Y | +13.1% | +77.7% | -64.6% | -2.2% |
| All | +3.3% | +72.1% | -68.8% | -12.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling