+62.8%
PNR vs SPY
+322.5%
-259.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.1% | -1.2% |
| 7D | -6.0% | -0.8% | -5.3% | -5.2% |
| 30D | -14.0% | -1.1% | -12.9% | -12.9% |
| 3M | -21.7% | +3.9% | -25.6% | -25.1% |
| 6M | -37.3% | +13.6% | -50.9% | -45.7% |
| YTD | -45.1% | +12.7% | -57.8% | -52.0% |
| 1Y | -49.1% | +17.5% | -66.6% | -57.6% |
| 3Y | -14.8% | +76.9% | -91.7% | -55.0% |
| 5Y | -21.0% | +83.6% | -104.6% | -59.7% |
| All | +62.8% | +322.5% | -259.6% | -68.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling