+81.4%
PNI vs SPY
+1,146.7%
-1,065.2%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.2% |
| 7D | -1.2% | +0.5% | -1.7% | -1.3% |
| 30D | -3.2% | -0.9% | -2.2% | -3.0% |
| 3M | -3.5% | +3.9% | -7.4% | -4.3% |
| 6M | -2.2% | +14.5% | -16.8% | -5.0% |
| YTD | +0.3% | +12.9% | -12.6% | -2.3% |
| 1Y | +3.6% | +19.4% | -15.8% | -0.3% |
| 3Y | +9.8% | +78.5% | -68.6% | -3.4% |
| 5Y | -26.4% | +81.8% | -108.1% | -35.9% |
| 10Y | -21.2% | +311.5% | -332.8% | -42.7% |
| All | +81.4% | +1,146.7% | -1,065.2% | +6.2% |
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