+2,114.0%
PNR vs SPY
+3,091.8%
-977.7%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.7% |
| 7D | -2.4% | +0.1% | -2.5% | -2.5% |
| 30D | -12.8% | +0.1% | -12.8% | -12.8% |
| 3M | -17.0% | +2.0% | -19.0% | -18.7% |
| 6M | -37.4% | +13.0% | -50.4% | -44.3% |
| YTD | -41.6% | +13.5% | -55.2% | -48.2% |
| 1Y | -44.6% | +20.0% | -64.6% | -53.4% |
| 3Y | -12.1% | +77.2% | -89.3% | -48.6% |
| 5Y | -17.4% | +81.9% | -99.3% | -52.3% |
| 10Y | +64.0% | +314.1% | -250.1% | -54.2% |
| All | +2,114.0% | +3,091.8% | -977.7% | +96.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling