+64.3%
PXH vs SPY
+81.0%
-16.7%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.2% |
| 7D | 0.0% | -0.4% | +0.4% | +0.3% |
| 30D | +2.1% | -1.4% | +3.5% | +3.0% |
| 3M | +6.8% | +3.7% | +3.1% | +4.2% |
| 6M | +12.2% | +13.0% | -0.8% | +3.8% |
| YTD | +18.1% | +12.4% | +5.7% | +9.7% |
| 1Y | +25.7% | +18.5% | +7.2% | +13.0% |
| 3Y | +86.2% | +77.6% | +8.6% | +29.9% |
| 5Y | +64.3% | +81.7% | -17.4% | +12.3% |
| All | +64.3% | +81.0% | -16.7% | +12.3% |
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