-100.0%
PFSA vs SPY
+23.2%
-123.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.4% | -0.4% | -16.0% | -16.1% |
| 7D | -19.3% | +3.3% | -22.6% | -21.3% |
| 30D | -64.1% | -2.7% | -61.4% | -63.3% |
| 3M | -88.1% | -1.7% | -86.3% | -87.9% |
| 6M | -99.0% | +3.1% | -102.1% | -99.1% |
| YTD | -99.9% | +11.9% | -111.8% | -100.0% |
| 1Y | -100.0% | +12.0% | -112.0% | -100.0% |
| All | -100.0% | +23.2% | -123.2% | -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 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