-47.1%
PXS vs SPY
+327.0%
-374.0%
-93.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.4% | +2.7% | +2.5% |
| 7D | +4.3% | +2.6% | +1.7% | +3.1% |
| 30D | -29.3% | -2.0% | -27.4% | -28.7% |
| 3M | +12.6% | -2.8% | +15.3% | +13.9% |
| 6M | +33.8% | +2.1% | +31.7% | +32.0% |
| YTD | +105.7% | +11.5% | +94.2% | +94.6% |
| 1Y | +114.9% | +13.5% | +101.4% | +101.7% |
| 3Y | +57.9% | +77.7% | -19.8% | +19.5% |
| 5Y | +92.4% | +72.6% | +19.8% | +45.7% |
| 10Y | -41.5% | +308.2% | -349.7% | -65.0% |
| All | -47.1% | +327.0% | -374.0% | -69.1% |
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