+125.8%
PFIX vs SPY
+100.1%
+25.6%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +10.3% |
| 6M | +22.2% | +13.0% | +9.2% | +25.2% |
| YTD | +8.3% | +13.5% | -5.2% | +11.1% |
| 1Y | -0.1% | +20.0% | -20.1% | +3.1% |
| 3Y | +40.5% | +77.2% | -36.7% | +56.0% |
| 5Y | +183.2% | +81.9% | +101.3% | +219.6% |
| All | +125.8% | +100.1% | +25.6% | +154.5% |
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