-6.0%
PFLT vs SPY
+75.5%
-81.5%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -0.6% |
| 7D | -4.7% | -2.0% | -2.7% | -3.5% |
| 30D | -4.4% | -1.7% | -2.8% | -3.4% |
| 3M | -9.4% | +4.7% | -14.2% | -12.2% |
| 6M | -6.3% | +12.5% | -18.8% | -13.2% |
| YTD | -16.2% | +11.7% | -27.9% | -22.0% |
| 1Y | -20.0% | +17.5% | -37.5% | -27.8% |
| All | -6.0% | +75.5% | -81.5% | -38.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling