+60.5%
PFS vs SPY
+312.9%
-252.3%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | -0.2% |
| 7D | +0.1% | -2.7% | +2.8% | +2.7% |
| 30D | +4.5% | -5.4% | +9.9% | +10.1% |
| 3M | -6.3% | -4.1% | -2.2% | -2.8% |
| 6M | +3.6% | +0.7% | +2.9% | +2.2% |
| YTD | +19.9% | +8.7% | +11.3% | +9.6% |
| 1Y | +31.1% | +10.9% | +20.2% | +17.3% |
| 3Y | +72.9% | +75.0% | -2.1% | -0.9% |
| 5Y | +14.3% | +67.8% | -53.5% | -32.5% |
| All | +60.5% | +312.9% | -252.3% | -65.2% |
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