+227.3%
PXI vs SPY
+713.1%
-485.8%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.5% | +1.9% | +2.0% |
| 7D | +1.4% | +0.5% | +0.9% | +0.7% |
| 30D | +14.9% | -0.9% | +15.8% | +16.1% |
| 3M | +12.7% | +3.9% | +8.8% | +7.0% |
| 6M | +18.7% | +14.5% | +4.2% | -0.7% |
| YTD | +46.4% | +12.9% | +33.5% | +24.3% |
| 1Y | +53.6% | +19.4% | +34.2% | +21.8% |
| 3Y | +47.5% | +78.5% | -31.0% | -28.9% |
| 5Y | +179.7% | +81.8% | +98.0% | +30.5% |
| 10Y | +84.7% | +311.5% | -226.8% | -67.1% |
| All | +227.3% | +713.1% | -485.8% | -73.0% |
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