+919.1%
PNR vs SPYG
+559.2%
+359.9%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.5% | -1.6% |
| 7D | -3.9% | +0.3% | -4.2% | -4.1% |
| 30D | -13.8% | -1.7% | -12.1% | -12.6% |
| 3M | -22.5% | +3.6% | -26.2% | -25.2% |
| 6M | -37.2% | +16.6% | -53.7% | -45.2% |
| YTD | -44.2% | +13.4% | -57.6% | -50.2% |
| 1Y | -46.6% | +19.6% | -66.2% | -54.6% |
| 3Y | -12.5% | +99.8% | -112.3% | -52.3% |
| 5Y | -19.3% | +85.0% | -104.3% | -53.3% |
| 10Y | +67.5% | +422.1% | -354.6% | -59.7% |
| All | +919.1% | +559.2% | +359.9% | +50.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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