-74.4%
PYXS vs SPY
+85.0%
-159.4%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.1% | -0.5% | -12.6% | -12.6% |
| 7D | -9.9% | -0.4% | -9.5% | -9.5% |
| 30D | -11.7% | -1.4% | -10.4% | -10.3% |
| 3M | +98.8% | +3.7% | +95.1% | +90.5% |
| 6M | +125.3% | +13.0% | +112.3% | +97.1% |
| YTD | +193.9% | +12.4% | +181.5% | +158.9% |
| 1Y | +84.7% | +18.5% | +66.2% | +52.3% |
| 3Y | +58.7% | +77.6% | -18.9% | -8.2% |
| All | -74.4% | +85.0% | -159.4% | -86.6% |
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