-80.6%
PFX vs SPY
+689.5%
-770.1%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.7% | -1.0% |
| 7D | +1.0% | -0.7% | +1.7% | +1.4% |
| 30D | -3.1% | -1.0% | -2.0% | -2.5% |
| 3M | +1.1% | -0.3% | +1.5% | +1.3% |
| 6M | +9.5% | +7.3% | +2.1% | +4.3% |
| YTD | -1.4% | +13.3% | -14.7% | -9.4% |
| 1Y | +0.9% | +14.8% | -13.9% | -8.2% |
| 3Y | +23.1% | +82.9% | -59.8% | -20.6% |
| 5Y | +8.5% | +75.6% | -67.1% | -29.9% |
| 10Y | -68.3% | +330.5% | -398.9% | -90.2% |
| All | -80.6% | +689.5% | -770.1% | -96.3% |
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