+109.5%
PJFV vs SPY
+97.8%
+11.6%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | 0.0% | 0.0% |
| 7D | +3.7% | +2.6% | +1.1% | +1.5% |
| 30D | +0.6% | -2.0% | +2.6% | +2.3% |
| 3M | -0.5% | -2.8% | +2.3% | +1.8% |
| 6M | +9.2% | +2.1% | +7.0% | +7.2% |
| YTD | +22.7% | +11.5% | +11.2% | +12.0% |
| 1Y | +25.9% | +13.5% | +12.5% | +13.3% |
| 3Y | +97.1% | +77.7% | +19.4% | +21.1% |
| All | +109.5% | +97.8% | +11.6% | +16.4% |
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