+214.7%
PFI vs SPY
+702.8%
-488.1%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.5% |
| 7D | +3.2% | +2.6% | +0.6% | +0.5% |
| 30D | +4.9% | -2.0% | +6.9% | +7.0% |
| 3M | -6.8% | -2.8% | -4.0% | -4.2% |
| 6M | +1.9% | +2.1% | -0.3% | -0.5% |
| YTD | +3.4% | +11.5% | -8.1% | -7.5% |
| 1Y | +7.2% | +13.5% | -6.3% | -5.7% |
| 3Y | +49.8% | +77.7% | -27.9% | -15.6% |
| 5Y | +9.5% | +72.6% | -63.2% | -36.6% |
| 10Y | +135.0% | +308.2% | -173.2% | -41.8% |
| All | +214.7% | +702.8% | -488.1% | -60.1% |
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