+62.8%
PNR vs SPXS
-99.6%
+162.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.4% | +2.2% | -1.2% |
| 7D | -6.0% | +2.5% | -8.5% | -5.1% |
| 30D | -14.0% | +4.2% | -18.2% | -12.5% |
| 3M | -21.7% | -9.3% | -12.4% | -24.0% |
| 6M | -37.3% | -30.7% | -6.6% | -44.2% |
| YTD | -45.1% | -28.1% | -17.1% | -50.2% |
| 1Y | -49.1% | -35.1% | -14.1% | -55.2% |
| 3Y | -14.8% | -79.6% | +64.7% | -45.1% |
| 5Y | -21.0% | -86.3% | +65.3% | -47.6% |
| All | +62.8% | -99.6% | +162.4% | -57.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 10y: compounded portfolio wealth divided by compounded SPXS 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…
10y analysis · Full analysis span regression · 6 months rolling