+39.6%
PYXS vs SPY
+77.0%
-37.4%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.9% | -2.7% | -3.1% |
| 7D | -17.5% | -0.8% | -16.7% | -16.5% |
| 30D | +0.9% | -1.1% | +2.0% | +2.5% |
| 3M | +92.2% | +3.9% | +88.4% | +81.1% |
| 6M | +105.8% | +13.6% | +92.2% | +69.6% |
| YTD | +179.1% | +12.7% | +166.5% | +133.0% |
| 1Y | +72.6% | +17.5% | +55.1% | +33.5% |
| 3Y | +39.6% | +76.9% | -37.3% | -41.4% |
| All | +39.6% | +77.0% | -37.4% | -41.4% |
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