+2,347.8%
PNFP vs SPY
+707.9%
+1,639.9%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.3% | +0.3% |
| 7D | +3.8% | +0.5% | +3.2% | +3.2% |
| 30D | -3.8% | -0.9% | -2.8% | -2.8% |
| 3M | +4.9% | +3.9% | +1.0% | +0.5% |
| 6M | +14.8% | +14.5% | +0.3% | -0.8% |
| YTD | +7.1% | +12.9% | -5.8% | -6.0% |
| 1Y | +4.2% | +19.4% | -15.2% | -13.8% |
| 3Y | +54.6% | +78.5% | -23.9% | -14.5% |
| 5Y | +12.1% | +81.8% | -69.7% | -38.4% |
| 10Y | +97.0% | +311.5% | -214.6% | -49.6% |
| All | +2,347.8% | +707.9% | +1,639.9% | +240.3% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling