+176.7%
PXF vs SPY
+613.8%
-437.1%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.5% | +0.5% |
| 7D | +2.1% | +2.6% | -0.5% | -0.4% |
| 30D | +1.1% | -2.0% | +3.1% | +2.9% |
| 3M | -3.2% | -2.8% | -0.4% | -0.7% |
| 6M | +1.2% | +2.1% | -0.9% | -1.0% |
| YTD | +19.1% | +11.5% | +7.7% | +7.2% |
| 1Y | +24.3% | +13.5% | +10.8% | +9.9% |
| 3Y | +95.0% | +77.7% | +17.3% | +9.2% |
| 5Y | +89.6% | +72.6% | +17.0% | +7.4% |
| 10Y | +195.5% | +308.2% | -112.6% | -33.8% |
| All | +176.7% | +613.8% | -437.1% | -66.9% |
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