-39.7%
PFSI vs SPY
+19.4%
-59.1%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.2% | -1.3% |
| 7D | +1.8% | +0.5% | +1.2% | +1.4% |
| 30D | -6.6% | -0.9% | -5.6% | -5.9% |
| 3M | -9.1% | +3.9% | -13.0% | -11.4% |
| 6M | -15.8% | +14.5% | -30.3% | -24.7% |
| YTD | -44.8% | +12.9% | -57.7% | -49.8% |
| 1Y | -39.7% | +19.4% | -59.1% | -45.7% |
| All | -39.7% | +19.4% | -59.1% | -45.7% |
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 2025-09-08 to 2026-09-08: 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling