-100.0%
PFSA vs SPY
+25.0%
-125.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.4% | +4.2% | +4.1% |
| 7D | -7.2% | +0.1% | -7.3% | -7.3% |
| 30D | -27.7% | +0.1% | -27.8% | -28.6% |
| 3M | -90.7% | +2.0% | -92.6% | -91.3% |
| 6M | -97.3% | +13.0% | -110.3% | -98.2% |
| YTD | -99.7% | +13.5% | -113.2% | -99.8% |
| 1Y | -99.9% | +20.0% | -119.9% | -99.9% |
| All | -100.0% | +25.0% | -125.0% | -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