+780.9%
PFIS vs SPY
+1,041.1%
-260.2%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.4% |
| 7D | +4.1% | +0.1% | +4.0% | +4.0% |
| 30D | +1.4% | +0.1% | +1.3% | +1.3% |
| 3M | +21.8% | +2.0% | +19.8% | +20.7% |
| 6M | +34.0% | +13.0% | +21.0% | +27.5% |
| YTD | +52.1% | +13.5% | +38.5% | +44.3% |
| 1Y | +40.0% | +20.0% | +20.0% | +30.0% |
| 3Y | +83.8% | +77.2% | +6.7% | +48.4% |
| 5Y | +89.9% | +81.9% | +8.0% | +51.4% |
| 10Y | +157.3% | +314.1% | -156.7% | +73.0% |
| All | +780.9% | +1,041.1% | -260.2% | +492.0% |
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