+49.8%
PXI vs SPY
+18.1%
+31.6%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.5% | +0.3% |
| 7D | +1.3% | -0.8% | +2.0% | +1.3% |
| 30D | +6.3% | -1.1% | +7.4% | +6.4% |
| 3M | +14.6% | +3.9% | +10.8% | +14.1% |
| 6M | +16.9% | +13.6% | +3.3% | +15.4% |
| YTD | +46.2% | +12.7% | +33.5% | +44.5% |
| 1Y | +49.8% | +17.5% | +32.3% | +47.3% |
| All | +49.8% | +18.1% | +31.6% | +47.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling