+227.3%
PXJ vs SPY
+80.9%
+146.4%
-40.0%
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 | -1.5% | -0.4% | -1.1% | -1.2% |
| 30D | +7.1% | -1.4% | +8.4% | +8.4% |
| 3M | +12.0% | +3.7% | +8.3% | +7.9% |
| 6M | +18.6% | +13.0% | +5.6% | +5.0% |
| YTD | +63.6% | +12.4% | +51.2% | +45.7% |
| 1Y | +80.7% | +18.5% | +62.2% | +52.7% |
| 3Y | +67.8% | +77.6% | -9.8% | -1.5% |
| All | +227.3% | +80.9% | +146.4% | +87.2% |
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