+37.2%
PFIX vs SPY
+80.4%
-43.2%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.6% |
| 7D | +1.3% | +0.1% | +1.2% | +1.4% |
| 30D | +2.3% | +0.1% | +2.3% | +2.4% |
| 3M | +9.9% | +2.0% | +7.9% | +10.5% |
| 6M | +22.2% | +13.0% | +9.2% | +26.0% |
| YTD | +8.3% | +13.5% | -5.2% | +11.7% |
| 1Y | -0.1% | +20.0% | -20.1% | +3.5% |
| All | +37.2% | +80.4% | -43.2% | +89.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling