+12.0%
PXJ vs SPY
+322.5%
-310.5%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.3% | -0.4% |
| 7D | 0.0% | -0.8% | +0.7% | +0.9% |
| 30D | +5.8% | -1.1% | +6.8% | +7.0% |
| 3M | +10.4% | +3.9% | +6.5% | +5.2% |
| 6M | +19.7% | +13.6% | +6.1% | +2.0% |
| YTD | +63.6% | +12.7% | +50.9% | +40.7% |
| 1Y | +76.6% | +17.5% | +59.1% | +44.3% |
| 3Y | +68.1% | +76.9% | -8.8% | -16.3% |
| 5Y | +227.1% | +83.6% | +143.5% | +53.0% |
| All | +12.0% | +322.5% | -310.5% | -81.6% |
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