-70.5%
PFX vs SPY
+311.6%
-382.0%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -4.4% | -0.5% | -2.4% |
| 7D | -5.3% | -4.7% | -0.6% | -2.7% |
| 30D | -8.9% | -5.9% | -3.0% | -5.7% |
| 3M | -10.4% | -4.5% | -5.8% | -8.0% |
| 6M | +1.8% | +1.8% | 0.0% | +0.4% |
| YTD | -6.2% | +8.3% | -14.5% | -10.9% |
| 1Y | -1.9% | +9.3% | -11.3% | -7.4% |
| 3Y | +17.1% | +74.9% | -57.8% | -20.1% |
| 5Y | +2.8% | +67.3% | -64.4% | -29.0% |
| All | -70.5% | +311.6% | -382.0% | -89.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling