It is so close that we can notice its proper motion, and its distance to us will vary significantly across a few tens of thousands of years!
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Proxima Centauri is a red dwarf star located in the Alpha Centauri star system, which is the closest star system to Earth, situated about 4.24 light-years away. Proxima Centauri is the smallest and faintest of the three stars in this system, the other two being Alpha Centauri A and Alpha Centauri B, which are more similar to our Sun.