+514.0%
PFM vs SPY
+802.9%
-288.9%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | +0.2% |
| 7D | +2.8% | +3.3% | -0.5% | +0.1% |
| 30D | +5.1% | -2.7% | +7.7% | +7.3% |
| 3M | +2.6% | -1.7% | +4.4% | +3.9% |
| 6M | +10.1% | +3.1% | +7.1% | +7.1% |
| YTD | +16.2% | +11.9% | +4.3% | +5.6% |
| 1Y | +16.5% | +12.0% | +4.5% | +5.8% |
| 3Y | +66.8% | +78.2% | -11.4% | +2.7% |
| 5Y | +66.0% | +73.2% | -7.2% | +3.6% |
| 10Y | +221.8% | +309.6% | -87.9% | -2.5% |
| All | +514.0% | +802.9% | -288.9% | -3.8% |
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