-97.1%
PN vs SPY
+32.7%
-129.8%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.3% | -1.6% |
| 7D | -2.5% | +2.6% | -5.1% | -3.5% |
| 30D | +3.6% | -2.0% | +5.6% | +4.5% |
| 3M | -17.5% | -2.8% | -14.7% | -16.5% |
| 6M | -53.0% | +2.1% | -55.1% | -54.3% |
| YTD | -84.1% | +11.5% | -95.6% | -84.9% |
| 1Y | -83.9% | +13.5% | -97.4% | -84.9% |
| All | -97.1% | +32.7% | -129.8% | -97.6% |
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 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