+232.6%
PFN vs SPY
+927.0%
-694.4%
-79.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | +0.1% |
| 7D | +0.1% | +0.5% | -0.4% | -0.1% |
| 30D | -2.2% | -0.9% | -1.3% | -1.8% |
| 3M | +4.7% | +3.9% | +0.8% | +2.5% |
| 6M | +3.8% | +14.5% | -10.7% | -3.3% |
| YTD | -0.3% | +12.9% | -13.2% | -6.5% |
| 1Y | +1.5% | +19.4% | -17.9% | -7.6% |
| 3Y | +43.6% | +78.5% | -34.9% | +4.9% |
| 5Y | +17.6% | +81.8% | -64.1% | -16.0% |
| 10Y | +103.6% | +311.5% | -207.9% | -6.2% |
| All | +232.6% | +927.0% | -694.4% | -2.5% |
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