+299.8%
PXE vs SPY
+838.3%
-538.5%
-84.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +2.0% | +2.1% |
| 7D | +0.7% | +0.5% | +0.1% | 0.0% |
| 30D | +16.0% | -0.9% | +17.0% | +17.2% |
| 3M | +16.0% | +3.9% | +12.2% | +9.7% |
| 6M | +20.7% | +14.5% | +6.1% | -0.3% |
| YTD | +52.5% | +12.9% | +39.6% | +28.0% |
| 1Y | +49.8% | +19.4% | +30.4% | +17.0% |
| 3Y | +35.6% | +78.5% | -42.9% | -37.0% |
| 5Y | +193.8% | +81.8% | +112.0% | +30.9% |
| 10Y | +143.7% | +311.5% | -167.8% | -61.6% |
| All | +299.8% | +838.3% | -538.5% | -79.4% |
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