+55.9%
PFLT vs SPY
+322.5%
-266.6%
-69.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.3% | -0.1% |
| 7D | -3.7% | -0.8% | -2.9% | -3.1% |
| 30D | -3.8% | -1.1% | -2.7% | -3.0% |
| 3M | -6.8% | +3.9% | -10.7% | -9.6% |
| 6M | -6.2% | +13.6% | -19.8% | -15.1% |
| YTD | -15.7% | +12.7% | -28.4% | -23.3% |
| 1Y | -20.0% | +17.5% | -37.6% | -29.5% |
| 3Y | -5.5% | +76.9% | -82.4% | -40.5% |
| 5Y | -3.4% | +83.6% | -87.0% | -42.1% |
| All | +55.9% | +322.5% | -266.6% | -46.5% |
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