+57.2%
PRXG vs SPY
+48.0%
+9.2%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.3% | +0.3% | 0.0% |
| 7D | -1.2% | -0.9% | -0.3% | -0.1% |
| 30D | -6.6% | -2.4% | -4.3% | -3.8% |
| 3M | -3.4% | -1.2% | -2.2% | -1.8% |
| 6M | -0.9% | +3.3% | -4.2% | -4.4% |
| YTD | +6.1% | +12.3% | -6.1% | -7.1% |
| 1Y | +5.0% | +12.4% | -7.5% | -8.2% |
| All | +57.2% | +48.0% | +9.2% | -4.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling