-98.5%
PNBK vs SPY
+2,689.1%
-2,787.6%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.2% |
| 7D | -15.2% | -2.0% | -13.2% | -14.7% |
| 30D | -18.1% | -1.7% | -16.5% | -17.7% |
| 3M | -1.0% | +4.7% | -5.8% | -2.3% |
| 6M | -29.1% | +12.5% | -41.6% | -31.4% |
| YTD | -47.8% | +11.7% | -59.5% | -49.3% |
| 1Y | -34.0% | +17.5% | -51.5% | -36.8% |
| 3Y | -88.6% | +76.6% | -165.2% | -90.1% |
| 5Y | -90.0% | +82.0% | -172.0% | -91.4% |
| 10Y | -93.6% | +317.1% | -410.8% | -95.4% |
| All | -98.5% | +2,689.1% | -2,787.6% | -99.4% |
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