+2,368.2%
PNFP vs SPY
+697.7%
+1,670.6%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.1% | +2.1% |
| 7D | +0.4% | +2.6% | -2.2% | -2.3% |
| 30D | +9.4% | -2.0% | +11.3% | +11.4% |
| 3M | -5.2% | -2.8% | -2.4% | -2.7% |
| 6M | +8.2% | +2.1% | +6.1% | +5.2% |
| YTD | +8.0% | +11.5% | -3.5% | -4.2% |
| 1Y | +17.3% | +13.5% | +3.8% | +2.1% |
| 3Y | +59.2% | +77.7% | -18.5% | -11.9% |
| 5Y | +6.4% | +72.6% | -66.2% | -38.5% |
| 10Y | +90.0% | +308.2% | -218.2% | -51.2% |
| All | +2,368.2% | +697.7% | +1,670.6% | +246.7% |
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