-2.0%
PFXF vs SPY
+9.8%
-11.8%
-12.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.4% | +1.9% | +0.4% |
| 7D | -3.3% | -4.7% | +1.5% | -0.2% |
| 30D | -8.1% | -5.9% | -2.1% | -4.3% |
| 3M | -9.1% | -4.5% | -4.5% | -6.3% |
| 6M | -10.5% | +1.8% | -12.2% | -11.1% |
| YTD | -4.2% | +8.3% | -12.6% | -8.2% |
| 1Y | -2.0% | +9.3% | -11.4% | -6.6% |
| All | -2.0% | +9.8% | -11.8% | -6.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling