-97.0%
PN vs SPY
+33.8%
-130.8%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.2% | -1.5% |
| 7D | -1.2% | -0.4% | -0.9% | -1.1% |
| 30D | -24.1% | -1.4% | -22.8% | -23.8% |
| 3M | -35.9% | +3.7% | -39.6% | -38.3% |
| 6M | -78.5% | +13.0% | -91.5% | -79.9% |
| YTD | -83.5% | +12.4% | -95.9% | -84.5% |
| 1Y | -87.4% | +18.5% | -105.9% | -88.5% |
| All | -97.0% | +33.8% | -130.8% | -97.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling