+247.1%
PFS vs SPY
+1,119.4%
-872.3%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.4% | +1.9% | +2.3% |
| 7D | -1.0% | -4.7% | +3.7% | +4.2% |
| 30D | +3.0% | -5.9% | +8.9% | +9.7% |
| 3M | -7.8% | -4.5% | -3.2% | -3.4% |
| 6M | +4.0% | +1.8% | +2.2% | +1.2% |
| YTD | +19.8% | +8.3% | +11.5% | +8.8% |
| 1Y | +29.6% | +9.3% | +20.3% | +16.4% |
| 3Y | +72.5% | +74.9% | -2.3% | -7.2% |
| 5Y | +14.2% | +67.3% | -53.0% | -37.1% |
| 10Y | +64.7% | +311.6% | -246.9% | -67.3% |
| All | +247.1% | +1,119.4% | -872.3% | -70.9% |
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