+54.4%
PXS vs SPY
+78.7%
-24.4%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.7% |
| 7D | +1.1% | +3.3% | -2.2% | -0.3% |
| 30D | -31.0% | -2.7% | -28.3% | -30.2% |
| 3M | +13.7% | -1.7% | +15.4% | +14.4% |
| 6M | +30.2% | +3.1% | +27.1% | +27.9% |
| YTD | +101.1% | +11.9% | +89.2% | +89.0% |
| 1Y | +104.0% | +12.0% | +92.0% | +91.6% |
| All | +54.4% | +78.7% | -24.4% | +14.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling