+134.7%
PFLT vs SPY
+648.4%
-513.8%
-69.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -1.3% |
| 7D | -1.6% | +0.5% | -2.2% | -2.0% |
| 30D | -2.3% | -0.9% | -1.3% | -1.7% |
| 3M | -5.9% | +3.9% | -9.8% | -8.4% |
| 6M | -4.0% | +14.5% | -18.5% | -12.1% |
| YTD | -14.0% | +12.9% | -26.9% | -20.5% |
| 1Y | -19.0% | +19.4% | -38.4% | -27.7% |
| 3Y | -2.6% | +78.5% | -81.1% | -33.4% |
| 5Y | -1.8% | +81.8% | -83.5% | -34.4% |
| 10Y | +57.6% | +311.5% | -254.0% | -30.3% |
| All | +134.7% | +648.4% | -513.8% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling