+130.9%
PFIX vs SPY
+98.1%
+32.8%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.5% | +3.0% | +2.4% |
| 7D | +0.7% | -0.4% | +1.1% | +0.7% |
| 30D | +1.3% | -1.4% | +2.7% | +1.1% |
| 3M | +12.9% | +3.7% | +9.2% | +13.7% |
| 6M | +22.4% | +13.0% | +9.3% | +25.3% |
| YTD | +10.8% | +12.4% | -1.6% | +13.4% |
| 1Y | +11.6% | +18.5% | -7.0% | +15.0% |
| 3Y | +40.9% | +77.6% | -36.7% | +56.5% |
| 5Y | +192.5% | +81.7% | +110.8% | +229.1% |
| All | +130.9% | +98.1% | +32.8% | +159.7% |
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 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