+163.2%
PFIX vs SPY
+96.5%
+66.7%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.4% | +3.5% | +3.0% |
| 7D | +8.9% | +2.6% | +6.3% | +9.4% |
| 30D | -1.9% | -2.0% | +0.1% | -2.2% |
| 3M | +17.2% | -2.8% | +20.0% | +16.7% |
| 6M | +23.0% | +2.1% | +20.9% | +23.7% |
| YTD | +26.3% | +11.5% | +14.8% | +29.2% |
| 1Y | +36.2% | +13.5% | +22.7% | +39.6% |
| 3Y | +33.8% | +77.7% | -43.9% | +48.4% |
| 5Y | +226.1% | +72.6% | +153.4% | +270.7% |
| All | +163.2% | +96.5% | +66.7% | +195.8% |
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