+122.8%
PXS vs SPY
+14.6%
+108.1%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.5% | +1.7% | -10.2% | -8.7% |
| 7D | -19.2% | -0.7% | -18.5% | -19.0% |
| 30D | -24.5% | -1.0% | -23.5% | -24.3% |
| 3M | +24.6% | -0.3% | +25.0% | +24.9% |
| 6M | +28.9% | +7.3% | +21.6% | +24.2% |
| YTD | +112.5% | +13.3% | +99.1% | +96.3% |
| 1Y | +122.8% | +14.8% | +108.0% | +102.8% |
| All | +122.8% | +14.6% | +108.1% | +102.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling