+16.7%
PFN vs SPY
+79.8%
-63.1%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.6% | -0.9% | -1.2% |
| 7D | -1.9% | -2.0% | +0.1% | -1.1% |
| 30D | -4.8% | -1.7% | -3.1% | -4.1% |
| 3M | +2.2% | +4.7% | -2.5% | +0.2% |
| 6M | +1.4% | +12.5% | -11.1% | -3.5% |
| YTD | -2.3% | +11.7% | -14.0% | -6.8% |
| 1Y | -0.2% | +17.5% | -17.7% | -6.9% |
| 3Y | +40.7% | +76.6% | -35.9% | +8.6% |
| 5Y | +16.7% | +82.0% | -65.3% | -13.9% |
| All | +16.7% | +79.8% | -63.1% | -13.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling