+24.0%
PFXF vs SPY
+82.6%
-58.6%
-11.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.7% | -0.4% | +0.5% |
| 7D | -1.8% | -0.7% | -1.0% | -1.5% |
| 30D | -5.4% | -1.0% | -4.3% | -4.9% |
| 3M | -6.9% | -0.3% | -6.6% | -6.8% |
| 6M | -7.5% | +7.3% | -14.8% | -10.1% |
| YTD | -1.8% | +13.3% | -15.1% | -6.6% |
| 1Y | +1.0% | +14.8% | -13.8% | -4.5% |
| All | +24.0% | +82.6% | -58.6% | -6.9% |
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