+89.6%
PNW vs SPY
+322.5%
-232.8%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.4% | -1.0% |
| 7D | -1.5% | -0.8% | -0.7% | -1.0% |
| 30D | -4.3% | -1.1% | -3.2% | -3.8% |
| 3M | -5.3% | +3.9% | -9.2% | -7.4% |
| 6M | -2.8% | +13.6% | -16.4% | -9.8% |
| YTD | +11.4% | +12.7% | -1.3% | +3.6% |
| 1Y | +13.0% | +17.5% | -4.5% | +2.4% |
| 3Y | +42.3% | +76.9% | -34.6% | -1.6% |
| 5Y | +60.4% | +83.6% | -23.1% | +6.1% |
| All | +89.6% | +322.5% | -232.8% | -27.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling