+260.7%
PRF vs SPY
+304.1%
-43.4%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.3% |
| 7D | +0.7% | -0.6% | +1.3% | +1.2% |
| 30D | +1.4% | -3.7% | +5.1% | +4.9% |
| 3M | +0.8% | -2.7% | +3.6% | +3.3% |
| 6M | +7.9% | +2.2% | +5.7% | +5.4% |
| YTD | +21.3% | +10.8% | +10.5% | +9.9% |
| 1Y | +24.5% | +11.2% | +13.3% | +12.4% |
| 3Y | +84.8% | +76.5% | +8.3% | +6.8% |
| 5Y | +81.8% | +72.9% | +8.9% | +6.5% |
| 10Y | +260.7% | +304.8% | -44.1% | -9.9% |
| All | +260.7% | +304.1% | -43.4% | -9.9% |
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