+21.2%
PRFD vs SPY
+97.4%
-76.2%
-11.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.4% | +4.7% | +0.7% |
| 7D | +0.2% | -4.7% | +4.9% | +0.7% |
| 30D | +1.3% | -5.9% | +7.2% | +1.9% |
| 3M | -2.2% | -4.5% | +2.4% | -1.7% |
| 6M | -1.4% | +1.8% | -3.2% | -1.7% |
| YTD | -0.4% | +8.3% | -8.7% | -1.3% |
| 1Y | +0.5% | +9.3% | -8.8% | -0.5% |
| 3Y | +29.0% | +74.9% | -45.9% | +17.8% |
| All | +21.2% | +97.4% | -76.2% | +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 all: 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…
all analysis · Full analysis span regression · 6 months rolling