+7.6%
PFXF vs SPY
+76.2%
-68.6%
-21.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.7% | -0.4% | +0.4% |
| 7D | -1.8% | -0.7% | -1.0% | -1.4% |
| 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% | -10.5% |
| YTD | -1.8% | +13.3% | -15.1% | -7.3% |
| 1Y | +1.0% | +14.8% | -13.8% | -5.3% |
| 3Y | +23.1% | +82.9% | -59.8% | -8.5% |
| 5Y | +7.6% | +75.6% | -68.0% | -19.6% |
| All | +7.6% | +76.2% | -68.6% | -19.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling