+178.5%
PXI vs SPY
+80.9%
+97.6%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.8% |
| 7D | +0.7% | -0.4% | +1.1% | +1.0% |
| 30D | +9.5% | -1.4% | +10.9% | +10.8% |
| 3M | +16.1% | +3.7% | +12.4% | +11.9% |
| 6M | +20.3% | +13.0% | +7.3% | +6.4% |
| YTD | +47.0% | +12.4% | +34.6% | +30.6% |
| 1Y | +52.4% | +18.5% | +33.9% | +28.5% |
| 3Y | +48.1% | +77.6% | -29.6% | -15.8% |
| All | +178.5% | +80.9% | +97.6% | +57.2% |
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