+490.2%
PFM vs SPY
+816.2%
-326.0%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.2% |
| 7D | -0.4% | +0.1% | -0.5% | -0.5% |
| 30D | -0.6% | +0.1% | -0.7% | -0.7% |
| 3M | +2.9% | +2.0% | +0.9% | +1.1% |
| 6M | +7.5% | +13.0% | -5.5% | -3.0% |
| YTD | +11.7% | +13.5% | -1.9% | +0.4% |
| 1Y | +16.5% | +20.0% | -3.5% | 0.0% |
| 3Y | +55.9% | +77.2% | -21.3% | -3.5% |
| 5Y | +64.5% | +81.9% | -17.4% | -1.3% |
| 10Y | +202.0% | +314.1% | -112.1% | -9.2% |
| All | +490.2% | +816.2% | -326.0% | -8.5% |
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 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