+160.4%
PNTG vs SPY
+180.6%
-20.2%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | 0.0% |
| 7D | +2.0% | -2.0% | +4.0% | +4.5% |
| 30D | +3.0% | -1.7% | +4.6% | +5.0% |
| 3M | +21.7% | +4.7% | +16.9% | +14.3% |
| 6M | +15.4% | +12.5% | +2.9% | -1.3% |
| YTD | +39.6% | +11.7% | +27.9% | +20.1% |
| 1Y | +59.8% | +17.5% | +42.3% | +28.6% |
| 3Y | +239.4% | +76.6% | +162.8% | +55.0% |
| 5Y | +19.5% | +82.0% | -62.5% | -47.4% |
| All | +160.4% | +180.6% | -20.2% | -17.0% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling