+282.4%
PFSI vs SPY
+466.0%
-183.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.3% | -2.5% | -2.5% |
| 7D | +4.2% | -2.7% | +6.9% | +6.8% |
| 30D | +7.7% | -5.4% | +13.1% | +13.1% |
| 3M | -14.5% | -4.1% | -10.4% | -11.2% |
| 6M | -24.1% | +0.7% | -24.8% | -25.0% |
| YTD | -49.7% | +8.7% | -58.4% | -53.6% |
| 1Y | -46.6% | +10.9% | -57.5% | -51.7% |
| 3Y | -5.5% | +75.0% | -80.5% | -45.2% |
| 5Y | +4.3% | +67.8% | -63.5% | -37.0% |
| 10Y | +312.6% | +312.9% | -0.3% | +22.5% |
| All | +282.4% | +466.0% | -183.6% | -1.2% |
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