+258.9%
PFS vs SPY
+1,178.1%
-919.2%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +4.5% |
| 6M | +12.4% | +13.0% | -0.7% | -2.2% |
| YTD | +23.9% | +13.5% | +10.4% | +7.3% |
| 1Y | +23.2% | +20.0% | +3.2% | +0.3% |
| 3Y | +63.8% | +77.2% | -13.3% | -12.8% |
| 5Y | +38.8% | +81.9% | -43.1% | -30.1% |
| 10Y | +73.1% | +314.1% | -241.0% | -65.6% |
| All | +258.9% | +1,178.1% | -919.2% | -71.3% |
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