-49.1%
PNR vs SPY
+18.1%
-67.3%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.1% | -1.1% |
| 7D | -6.0% | -0.8% | -5.3% | -5.3% |
| 30D | -14.0% | -1.1% | -12.9% | -13.0% |
| 3M | -21.7% | +3.9% | -25.6% | -24.6% |
| 6M | -37.3% | +13.6% | -50.9% | -45.5% |
| YTD | -45.1% | +12.7% | -57.8% | -51.7% |
| 1Y | -49.1% | +17.5% | -66.6% | -57.5% |
| All | -49.1% | +18.1% | -67.3% | -57.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling