-99.6%
PFSA vs SPY
+20.8%
-120.4%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.4% | +4.2% | +3.7% |
| 7D | -7.2% | +0.1% | -7.3% | -7.1% |
| 30D | +189.1% | +0.1% | +189.0% | +169.8% |
| 3M | -62.6% | +2.0% | -64.6% | -69.9% |
| 6M | -89.1% | +13.0% | -102.1% | -93.7% |
| YTD | -98.6% | +13.5% | -112.2% | -99.2% |
| 1Y | -99.6% | +20.0% | -119.5% | -99.9% |
| All | -99.6% | +20.8% | -120.4% | -99.9% |
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 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