-97.1%
PN vs SPY
+29.3%
-126.4%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.5% |
| 7D | +8.7% | -2.7% | +11.4% | +9.9% |
| 30D | -1.3% | -5.4% | +4.1% | +1.0% |
| 3M | -71.4% | -4.1% | -67.3% | -71.0% |
| 6M | -71.1% | +0.7% | -71.8% | -71.8% |
| YTD | -83.7% | +8.7% | -92.3% | -84.3% |
| 1Y | -81.3% | +10.9% | -92.2% | -82.3% |
| All | -97.1% | +29.3% | -126.4% | -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 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