+96.3%
PFXF vs SPY
+612.0%
-515.6%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.7% | -0.4% | +0.5% |
| 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% | -10.4% |
| YTD | -1.8% | +13.3% | -15.1% | -7.2% |
| 1Y | +1.0% | +14.8% | -13.8% | -5.1% |
| 3Y | +23.1% | +82.9% | -59.8% | -7.3% |
| 5Y | +7.6% | +75.6% | -68.0% | -18.2% |
| 10Y | +55.8% | +330.5% | -274.8% | -18.8% |
| All | +96.3% | +612.0% | -515.6% | -13.3% |
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