+23.7%
PRFD vs SPY
+106.9%
-83.2%
-11.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.3% | 0.0% |
| 7D | -0.2% | +0.1% | -0.3% | -0.2% |
| 30D | -0.1% | +0.1% | -0.2% | -0.1% |
| 3M | +0.2% | +2.0% | -1.8% | 0.0% |
| 6M | +0.3% | +13.0% | -12.7% | -1.0% |
| YTD | +1.7% | +13.5% | -11.9% | +0.3% |
| 1Y | +4.5% | +20.0% | -15.5% | +2.5% |
| 3Y | +29.2% | +77.2% | -48.0% | +18.3% |
| All | +23.7% | +106.9% | -83.2% | +9.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling