+75.1%
PFS vs SPY
+313.4%
-238.3%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +1.1% |
| 7D | +0.9% | +0.1% | +0.8% | +0.8% |
| 30D | -4.6% | +0.1% | -4.7% | -4.7% |
| 3M | +7.2% | +2.0% | +5.2% | +4.8% |
| 6M | +12.4% | +13.0% | -0.7% | -0.9% |
| YTD | +23.9% | +13.5% | +10.4% | +8.8% |
| 1Y | +23.2% | +20.0% | +3.2% | +2.3% |
| 3Y | +63.8% | +77.2% | -13.3% | -7.0% |
| 5Y | +38.8% | +81.9% | -43.1% | -24.4% |
| All | +75.1% | +313.4% | -238.3% | -61.4% |
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