-90.9%
PONX vs SPY
+19.1%
-110.0%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.4% | -5.8% |
| 7D | -19.5% | -0.8% | -18.8% | -15.4% |
| 30D | -37.2% | -1.1% | -36.1% | -32.1% |
| 3M | -43.9% | +3.9% | -47.8% | -56.5% |
| 6M | -81.1% | +13.6% | -94.7% | -91.5% |
| YTD | -86.7% | +12.7% | -99.4% | -93.6% |
| 1Y | -90.9% | +17.5% | -108.5% | -96.6% |
| All | -90.9% | +19.1% | -110.0% | -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 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