+99.0%
PFN vs SPY
+307.0%
-208.0%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.7% | +1.5% |
| 7D | -2.5% | +2.6% | -5.1% | -3.8% |
| 30D | +0.2% | -2.0% | +2.2% | +1.2% |
| 3M | -10.7% | -2.8% | -7.9% | -9.5% |
| 6M | -6.0% | +2.1% | -8.2% | -7.3% |
| YTD | -8.5% | +11.5% | -20.0% | -13.8% |
| 1Y | -7.2% | +13.5% | -20.6% | -13.4% |
| 3Y | +34.9% | +77.7% | -42.8% | -2.6% |
| 5Y | +11.1% | +72.6% | -61.5% | -19.5% |
| All | +99.0% | +307.0% | -208.0% | -6.3% |
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