+41.4%
PREF vs SPY
+248.8%
-207.5%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.4% | +4.2% | +0.4% |
| 7D | -0.1% | -4.7% | +4.7% | +0.6% |
| 30D | +0.3% | -5.9% | +6.2% | +1.1% |
| 3M | -2.1% | -4.5% | +2.5% | -1.5% |
| 6M | -1.3% | +1.8% | -3.1% | -1.6% |
| YTD | -0.1% | +8.3% | -8.4% | -1.2% |
| 1Y | +1.0% | +9.3% | -8.3% | -0.3% |
| 3Y | +27.1% | +74.9% | -47.7% | +17.4% |
| 5Y | +12.8% | +67.3% | -54.5% | +4.3% |
| All | +41.4% | +248.8% | -207.5% | +20.6% |
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