+457.1%
PNR vs SPXS
-100.0%
+557.0%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.4% | -3.3% | -1.3% |
| 7D | -3.9% | +1.2% | -5.1% | -3.4% |
| 30D | -13.8% | +5.2% | -19.0% | -11.9% |
| 3M | -22.5% | -9.2% | -13.4% | -24.8% |
| 6M | -37.2% | -29.6% | -7.6% | -44.2% |
| YTD | -44.2% | -27.6% | -16.6% | -49.5% |
| 1Y | -46.6% | -36.7% | -9.9% | -53.8% |
| 3Y | -12.5% | -79.8% | +67.3% | -45.6% |
| 5Y | -19.3% | -85.9% | +66.5% | -47.5% |
| 10Y | +67.5% | -99.5% | +167.0% | -59.0% |
| All | +457.1% | -100.0% | +557.0% | -69.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling