+931.9%
PNQI vs SPY
+683.2%
+248.7%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +1.0% | +0.9% |
| 7D | -4.6% | -2.0% | -2.6% | -2.8% |
| 30D | -2.8% | -1.7% | -1.1% | -1.2% |
| 3M | +10.8% | +4.7% | +6.1% | +6.1% |
| 6M | +6.6% | +12.5% | -5.9% | -4.3% |
| YTD | -6.3% | +11.7% | -18.0% | -15.4% |
| 1Y | -7.9% | +17.5% | -25.4% | -20.5% |
| 3Y | +56.0% | +76.6% | -20.6% | -5.8% |
| 5Y | -0.2% | +82.0% | -82.3% | -39.5% |
| 10Y | +198.7% | +317.1% | -118.5% | -3.3% |
| All | +931.9% | +683.2% | +248.7% | +150.8% |
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