-76.4%
PXLW vs SPY
+322.5%
-398.8%
-94.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.9% | +2.9% | +2.6% |
| 7D | +0.3% | -0.8% | +1.0% | +1.4% |
| 30D | +7.4% | -1.1% | +8.4% | +9.0% |
| 3M | +2.4% | +3.9% | -1.4% | -2.5% |
| 6M | +17.2% | +13.6% | +3.6% | -0.6% |
| YTD | +12.3% | +12.7% | -0.4% | -4.0% |
| 1Y | -42.7% | +17.5% | -60.2% | -53.4% |
| 3Y | -51.6% | +76.9% | -128.5% | -76.7% |
| 5Y | -89.4% | +83.6% | -172.9% | -94.9% |
| All | -76.4% | +322.5% | -398.8% | -96.2% |
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 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