+26.3%
PFIG vs SPY
+304.1%
-277.8%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.4% |
| 7D | 0.0% | -0.6% | +0.6% | +0.1% |
| 30D | +1.1% | -3.7% | +4.8% | +1.3% |
| 3M | -0.4% | -2.7% | +2.3% | -0.3% |
| 6M | -0.9% | +2.2% | -3.1% | -1.0% |
| YTD | -0.4% | +10.8% | -11.2% | -1.0% |
| 1Y | +0.5% | +11.2% | -10.8% | -0.2% |
| 3Y | +16.9% | +76.5% | -59.6% | +12.6% |
| 5Y | +6.5% | +72.9% | -66.4% | +2.2% |
| 10Y | +26.3% | +304.8% | -278.5% | +18.1% |
| All | +26.3% | +304.1% | -277.8% | +18.1% |
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 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