+2.4%
PFSI vs SPY
+72.7%
-70.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.4% | -2.3% | -2.3% |
| 7D | -9.5% | +3.3% | -12.8% | -12.3% |
| 30D | +2.4% | -2.7% | +5.1% | +4.9% |
| 3M | -20.8% | -1.7% | -19.1% | -19.6% |
| 6M | -31.0% | +3.1% | -34.1% | -33.3% |
| YTD | -53.4% | +11.9% | -65.3% | -58.5% |
| 1Y | -52.4% | +12.0% | -64.3% | -57.6% |
| 3Y | -12.8% | +78.2% | -91.0% | -54.1% |
| All | +2.4% | +72.7% | -70.3% | -47.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling