+184.3%
PXE vs SPY
+82.3%
+102.0%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.8% | -0.6% |
| 7D | +2.3% | -0.8% | +3.1% | +2.9% |
| 30D | +9.0% | -1.1% | +10.1% | +9.9% |
| 3M | +20.3% | +3.9% | +16.4% | +16.1% |
| 6M | +20.8% | +13.6% | +7.2% | +7.0% |
| YTD | +53.8% | +12.7% | +41.1% | +37.0% |
| 1Y | +48.4% | +17.5% | +30.9% | +27.1% |
| 3Y | +38.8% | +76.9% | -38.1% | -18.3% |
| All | +184.3% | +82.3% | +102.0% | +64.1% |
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