+163.4%
PFIS vs SPY
+322.5%
-159.1%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.5% | -0.4% |
| 7D | +0.2% | -0.8% | +1.0% | +0.9% |
| 30D | +1.9% | -1.1% | +3.0% | +2.9% |
| 3M | +15.7% | +3.9% | +11.8% | +11.2% |
| 6M | +41.7% | +13.6% | +28.1% | +24.4% |
| YTD | +52.4% | +12.7% | +39.7% | +34.7% |
| 1Y | +40.8% | +17.5% | +23.3% | +19.2% |
| 3Y | +88.3% | +76.9% | +11.4% | +6.5% |
| 5Y | +95.5% | +83.6% | +11.9% | +4.3% |
| All | +163.4% | +322.5% | -159.1% | -37.9% |
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