+100.0%
PXS vs SPY
+81.0%
+19.0%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.4% | -1.6% |
| 7D | +0.5% | -0.4% | +0.8% | +0.6% |
| 30D | +30.9% | -1.4% | +32.3% | +31.5% |
| 3M | +42.7% | +3.7% | +39.0% | +40.5% |
| 6M | +58.8% | +13.0% | +45.8% | +51.1% |
| YTD | +130.6% | +12.4% | +118.2% | +119.8% |
| 1Y | +125.0% | +18.5% | +106.5% | +110.2% |
| 3Y | +87.3% | +77.6% | +9.7% | +51.7% |
| 5Y | +100.0% | +81.7% | +18.3% | +56.9% |
| All | +100.0% | +81.0% | +19.0% | +56.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling