+61.3%
PFIS vs SPY
+12.1%
+49.2%
-10.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.1% | -0.1% |
| 7D | +0.6% | +2.6% | -2.0% | -0.1% |
| 30D | +7.6% | -2.0% | +9.5% | +8.1% |
| 3M | +2.4% | -2.8% | +5.2% | +3.2% |
| 6M | +28.9% | +2.1% | +26.8% | +28.1% |
| YTD | +53.9% | +11.5% | +42.4% | +47.3% |
| 1Y | +61.3% | +13.5% | +47.8% | +52.7% |
| All | +61.3% | +12.1% | +49.2% | +52.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling