+28.5%
PFX vs SPY
+77.4%
-48.9%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.1% | -0.2% |
| 7D | -12.7% | +0.1% | -12.8% | -12.7% |
| 30D | -0.3% | +0.1% | -0.4% | -0.3% |
| 3M | +1.1% | +2.0% | -0.9% | +0.9% |
| 6M | +6.1% | +13.0% | -6.9% | +5.0% |
| YTD | +4.3% | +13.5% | -9.2% | +3.1% |
| 1Y | -4.5% | +20.0% | -24.5% | -6.3% |
| All | +28.5% | +77.4% | -48.9% | +11.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling