+125.3%
PYXS vs SPY
+15.0%
+110.3%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.1% | -0.5% | -12.6% | -12.4% |
| 7D | -9.9% | -0.4% | -9.5% | -9.5% |
| 30D | -11.7% | -1.4% | -10.4% | -9.8% |
| 3M | +98.8% | +3.7% | +95.1% | +87.0% |
| 6M | +125.3% | +13.0% | +112.3% | +65.4% |
| All | +125.3% | +15.0% | +110.3% | +65.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling