+21.6%
PRFD vs SPY
+103.1%
-81.5%
-11.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.1% | -0.2% |
| 7D | -0.7% | +2.6% | -3.3% | -0.9% |
| 30D | +0.8% | -2.0% | +2.8% | +1.0% |
| 3M | -1.7% | -2.8% | +1.1% | -1.4% |
| 6M | -1.2% | +2.1% | -3.3% | -1.4% |
| YTD | -0.1% | +11.5% | -11.6% | -1.3% |
| 1Y | +0.8% | +13.5% | -12.7% | -0.6% |
| 3Y | +28.5% | +77.7% | -49.2% | +17.4% |
| All | +21.6% | +103.1% | -81.5% | +7.7% |
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