+359.8%
PNR vs SPXU
-100.0%
+459.8%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.4% | -3.3% | -1.3% |
| 7D | -3.9% | +1.3% | -5.1% | -3.4% |
| 30D | -13.8% | +5.1% | -18.9% | -12.0% |
| 3M | -22.5% | -9.1% | -13.4% | -24.8% |
| 6M | -37.2% | -29.6% | -7.6% | -44.1% |
| YTD | -44.2% | -27.7% | -16.5% | -49.5% |
| 1Y | -46.6% | -37.0% | -9.7% | -53.8% |
| 3Y | -12.5% | -80.2% | +67.7% | -45.7% |
| 5Y | -19.3% | -86.0% | +66.7% | -47.5% |
| 10Y | +67.5% | -99.5% | +167.0% | -58.7% |
| All | +359.8% | -100.0% | +459.8% | -67.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 SPXU 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