+76.9%
PNI vs SPY
+1,130.8%
-1,054.0%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.1% |
| 7D | -2.7% | +2.6% | -5.3% | -3.2% |
| 30D | +5.7% | -2.0% | +7.7% | +6.1% |
| 3M | -6.3% | -2.8% | -3.5% | -5.8% |
| 6M | -5.1% | +2.1% | -7.2% | -5.6% |
| YTD | -2.2% | +11.5% | -13.7% | -4.5% |
| 1Y | -2.6% | +13.5% | -16.1% | -5.3% |
| 3Y | +12.1% | +77.7% | -65.6% | -1.3% |
| 5Y | -29.1% | +72.6% | -101.7% | -37.6% |
| 10Y | -15.6% | +308.2% | -323.8% | -38.4% |
| All | +76.9% | +1,130.8% | -1,054.0% | +3.7% |
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