+189.6%
PXF vs SPY
+627.0%
-437.4%
-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% | +0.6% | +0.6% |
| 7D | +1.3% | +0.1% | +1.2% | +1.2% |
| 30D | +2.8% | +0.1% | +2.7% | +2.7% |
| 3M | +3.7% | +2.0% | +1.8% | +1.8% |
| 6M | +12.7% | +13.0% | -0.3% | +0.2% |
| YTD | +24.7% | +13.5% | +11.2% | +10.4% |
| 1Y | +38.5% | +20.0% | +18.5% | +16.2% |
| 3Y | +98.1% | +77.2% | +20.9% | +11.4% |
| 5Y | +98.8% | +81.9% | +16.9% | +7.0% |
| 10Y | +204.1% | +314.1% | -110.0% | -32.7% |
| All | +189.6% | +627.0% | -437.4% | -65.9% |
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