+91.6%
PXI vs SPY
+322.5%
-230.9%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.5% | -0.6% |
| 7D | +1.3% | -0.8% | +2.0% | +2.1% |
| 30D | +6.3% | -1.1% | +7.4% | +7.5% |
| 3M | +14.6% | +3.9% | +10.8% | +9.2% |
| 6M | +16.9% | +13.6% | +3.3% | -0.5% |
| YTD | +46.2% | +12.7% | +33.5% | +25.4% |
| 1Y | +49.8% | +17.5% | +32.3% | +22.1% |
| 3Y | +49.2% | +76.9% | -27.7% | -26.1% |
| 5Y | +177.0% | +83.6% | +93.4% | +30.1% |
| All | +91.6% | +322.5% | -230.9% | -68.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling