-98.2%
PXLW vs SPY
+751.3%
-849.5%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.3% | +0.5% |
| 7D | -1.7% | -0.4% | -1.3% | -1.3% |
| 30D | +8.1% | -1.4% | +9.4% | +10.2% |
| 3M | +15.8% | +3.7% | +12.1% | +10.5% |
| 6M | +16.6% | +13.0% | +3.6% | -0.5% |
| YTD | +9.6% | +12.4% | -2.8% | -5.9% |
| 1Y | -40.5% | +18.5% | -59.0% | -52.1% |
| 3Y | -52.8% | +77.6% | -130.4% | -77.5% |
| 5Y | -89.3% | +81.7% | -171.0% | -94.9% |
| 10Y | -77.1% | +319.7% | -396.8% | -96.3% |
| All | -98.2% | +751.3% | -849.5% | -99.9% |
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