+22.4%
PFS vs SPY
+21.3%
+1.1%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.0% | -0.3% | +0.1% |
| 7D | 0.0% | +0.3% | -0.3% | -0.2% |
| 30D | -5.9% | +0.2% | -6.1% | -6.1% |
| 3M | +10.4% | +2.8% | +7.7% | +8.5% |
| 6M | +12.3% | +14.3% | -2.0% | +1.9% |
| YTD | +23.1% | +14.0% | +9.1% | +11.8% |
| All | +22.4% | +21.3% | +1.1% | +6.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling