+39.3%
PFRL vs SPY
+95.8%
-56.5%
-8.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.7% | 0.0% |
| 7D | -0.1% | -0.8% | +0.7% | 0.0% |
| 30D | +0.8% | -1.1% | +1.9% | +0.9% |
| 3M | +2.3% | +3.9% | -1.6% | +1.8% |
| 6M | +4.7% | +13.6% | -8.9% | +3.2% |
| YTD | +4.2% | +12.7% | -8.4% | +2.9% |
| 1Y | +5.7% | +17.5% | -11.8% | +3.8% |
| 3Y | +25.2% | +76.9% | -51.7% | +17.9% |
| All | +39.3% | +95.8% | -56.5% | +29.6% |
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