-28.3%
PXED vs SPY
+13.4%
-41.7%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.6% | -0.9% | -1.0% |
| 7D | -10.6% | -2.0% | -8.7% | -9.1% |
| 30D | -1.6% | -1.7% | 0.0% | -0.2% |
| 3M | -12.6% | +4.7% | -17.3% | -16.5% |
| 6M | -4.5% | +12.5% | -17.0% | -15.6% |
| YTD | -9.7% | +11.7% | -21.4% | -19.0% |
| All | -28.3% | +13.4% | -41.7% | -36.0% |
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 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