+49.0%
PFIG vs SPY
+695.5%
-646.4%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | 0.0% |
| 7D | +0.4% | -2.7% | +3.1% | +0.5% |
| 30D | +1.7% | -5.4% | +7.1% | +1.9% |
| 3M | -0.1% | -4.1% | +4.0% | 0.0% |
| 6M | -0.5% | +0.7% | -1.2% | -0.5% |
| YTD | +0.1% | +8.7% | -8.6% | -0.3% |
| 1Y | +0.9% | +10.9% | -10.0% | +0.5% |
| 3Y | +17.5% | +75.0% | -57.5% | +15.2% |
| 5Y | +6.2% | +67.8% | -61.6% | +3.9% |
| 10Y | +26.0% | +312.9% | -286.9% | +24.7% |
| All | +49.0% | +695.5% | -646.4% | +53.1% |
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