+26.6%
PREF vs SPY
+82.6%
-55.9%
-2.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.7% | -1.2% | +0.3% |
| 7D | +0.3% | -0.7% | +1.0% | +0.4% |
| 30D | +0.8% | -1.0% | +1.8% | +0.8% |
| 3M | -1.8% | -0.3% | -1.5% | -1.8% |
| 6M | -1.0% | +7.3% | -8.4% | -1.6% |
| YTD | +0.1% | +13.3% | -13.2% | -1.0% |
| 1Y | +1.3% | +14.8% | -13.5% | +0.1% |
| All | +26.6% | +82.6% | -55.9% | +21.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling