+2,355.1%
PNFP vs SPY
+712.4%
+1,642.7%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | 0.0% |
| 7D | -0.1% | +0.1% | -0.2% | -0.2% |
| 30D | -5.5% | +0.1% | -5.5% | -5.5% |
| 3M | +5.3% | +2.0% | +3.3% | +2.8% |
| 6M | +11.5% | +13.0% | -1.5% | -2.3% |
| YTD | +7.4% | +13.5% | -6.1% | -6.2% |
| 1Y | +3.5% | +20.0% | -16.5% | -14.8% |
| 3Y | +52.2% | +77.2% | -25.0% | -15.2% |
| 5Y | +12.3% | +81.9% | -69.6% | -38.4% |
| 10Y | +99.4% | +314.1% | -214.6% | -49.3% |
| All | +2,355.1% | +712.4% | +1,642.7% | +239.3% |
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 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