-20.8%
PNR vs SPY
+79.8%
-100.6%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.8% | -0.7% |
| 7D | -5.5% | -2.0% | -3.5% | -3.3% |
| 30D | -15.6% | -1.7% | -13.9% | -14.0% |
| 3M | -20.2% | +4.7% | -24.9% | -24.4% |
| 6M | -36.6% | +12.5% | -49.1% | -44.6% |
| YTD | -45.0% | +11.7% | -56.7% | -51.5% |
| 1Y | -47.4% | +17.5% | -64.9% | -56.2% |
| 3Y | -13.7% | +76.6% | -90.3% | -54.9% |
| 5Y | -20.8% | +82.0% | -102.8% | -60.3% |
| All | -20.8% | +79.8% | -100.6% | -60.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling