-97.0%
PN vs SPY
+34.4%
-131.4%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.5% | +3.1% | +2.7% |
| 7D | -6.5% | +0.5% | -7.1% | -6.7% |
| 30D | -24.3% | -0.9% | -23.4% | -24.1% |
| 3M | -42.3% | +3.9% | -46.2% | -44.5% |
| 6M | -76.9% | +14.5% | -91.4% | -78.5% |
| YTD | -83.3% | +12.9% | -96.2% | -84.2% |
| 1Y | -86.5% | +19.4% | -105.9% | -87.7% |
| All | -97.0% | +34.4% | -131.4% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling