-79.5%
PFX vs SPY
+691.0%
-770.5%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.1% | 0.0% |
| 7D | -12.7% | +0.1% | -12.8% | -12.8% |
| 30D | -0.3% | +0.1% | -0.4% | -0.3% |
| 3M | +1.1% | +2.0% | -0.9% | -0.4% |
| 6M | +6.1% | +13.0% | -6.9% | -2.2% |
| YTD | +4.3% | +13.5% | -9.2% | -4.3% |
| 1Y | -4.5% | +20.0% | -24.5% | -15.6% |
| 3Y | +28.5% | +77.2% | -48.7% | -15.2% |
| 5Y | +18.0% | +81.9% | -63.8% | -26.0% |
| 10Y | -67.3% | +314.1% | -381.4% | -89.6% |
| All | -79.5% | +691.0% | -770.5% | -96.1% |
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