+147.7%
PXE vs SPY
+322.5%
-174.8%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.8% | -0.9% |
| 7D | +2.3% | -0.8% | +3.1% | +3.1% |
| 30D | +9.0% | -1.1% | +10.1% | +10.2% |
| 3M | +20.3% | +3.9% | +16.4% | +14.7% |
| 6M | +20.8% | +13.6% | +7.2% | +3.0% |
| YTD | +53.8% | +12.7% | +41.1% | +32.0% |
| 1Y | +48.4% | +17.5% | +30.9% | +21.2% |
| 3Y | +38.8% | +76.9% | -38.1% | -29.9% |
| 5Y | +195.9% | +83.6% | +112.3% | +41.1% |
| All | +147.7% | +322.5% | -174.8% | -57.0% |
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 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