-100.0%
PFSA vs SPY
+24.4%
-124.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -0.5% | +6.4% | +6.3% |
| 7D | 0.0% | +0.5% | -0.5% | -0.5% |
| 30D | -25.2% | -0.9% | -24.3% | -24.9% |
| 3M | -90.2% | +3.9% | -94.1% | -91.6% |
| 6M | -96.8% | +14.5% | -111.3% | -98.0% |
| YTD | -99.6% | +12.9% | -112.6% | -99.8% |
| 1Y | -99.9% | +19.4% | -119.2% | -99.9% |
| All | -100.0% | +24.4% | -124.3% | -100.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling