-43.3%
PXS vs SPY
+318.9%
-362.2%
-93.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | -0.6% | +8.8% | +8.5% |
| 7D | +12.7% | -2.0% | +14.7% | +13.8% |
| 30D | +42.5% | -1.7% | +44.1% | +43.5% |
| 3M | +51.7% | +4.7% | +47.0% | +47.8% |
| 6M | +72.7% | +12.5% | +60.2% | +62.1% |
| YTD | +149.5% | +11.7% | +137.7% | +134.9% |
| 1Y | +154.0% | +17.5% | +136.5% | +133.1% |
| 3Y | +102.6% | +76.6% | +26.0% | +49.9% |
| 5Y | +127.9% | +82.0% | +45.9% | +63.5% |
| All | -43.3% | +318.9% | -362.2% | -63.8% |
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 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