+327.2%
PFSI vs SPY
+491.4%
-164.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.4% |
| 7D | -0.1% | +0.1% | -0.2% | -0.2% |
| 30D | -3.1% | +0.1% | -3.1% | -3.1% |
| 3M | -9.8% | +2.0% | -11.8% | -11.6% |
| 6M | -18.6% | +13.0% | -31.6% | -27.5% |
| YTD | -43.8% | +13.5% | -57.4% | -50.2% |
| 1Y | -35.6% | +20.0% | -55.6% | -45.8% |
| 3Y | +4.3% | +77.2% | -72.9% | -40.1% |
| 5Y | +18.0% | +81.9% | -63.8% | -33.6% |
| 10Y | +395.5% | +314.1% | +81.4% | +45.2% |
| All | +327.2% | +491.4% | -164.1% | +6.2% |
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