-46.6%
PFSI vs SPY
+9.9%
-56.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.3% | -2.5% | -2.5% |
| 7D | +4.2% | -2.7% | +6.9% | +6.3% |
| 30D | +7.7% | -5.4% | +13.1% | +12.4% |
| 3M | -14.5% | -4.1% | -10.4% | -11.8% |
| 6M | -24.1% | +0.7% | -24.8% | -25.1% |
| YTD | -49.7% | +8.7% | -58.4% | -54.2% |
| 1Y | -46.6% | +10.9% | -57.5% | -52.3% |
| All | -46.6% | +9.9% | -56.5% | -52.3% |
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