+56.9%
PRXG vs SPY
+47.5%
+9.4%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | +0.3% |
| 7D | +4.0% | +3.3% | +0.8% | 0.0% |
| 30D | -6.9% | -2.7% | -4.2% | -3.7% |
| 3M | -3.7% | -1.7% | -2.0% | -1.5% |
| 6M | -0.9% | +3.1% | -3.9% | -4.1% |
| YTD | +6.0% | +11.9% | -5.9% | -6.8% |
| 1Y | +4.8% | +12.0% | -7.2% | -7.9% |
| All | +56.9% | +47.5% | +9.4% | -4.0% |
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