+309.3%
PTNQ vs SPY
+322.5%
-13.2%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | +0.1% | +0.3% |
| 7D | -0.5% | -0.8% | +0.2% | 0.0% |
| 30D | -1.2% | -1.1% | -0.2% | -0.4% |
| 3M | -0.3% | +3.9% | -4.1% | -2.9% |
| 6M | +10.8% | +13.6% | -2.8% | +1.1% |
| YTD | +9.6% | +12.7% | -3.1% | +0.7% |
| 1Y | +15.2% | +17.5% | -2.3% | +2.8% |
| 3Y | +42.6% | +76.9% | -34.3% | -7.6% |
| 5Y | +58.0% | +83.6% | -25.6% | -2.0% |
| All | +309.3% | +322.5% | -13.2% | +20.3% |
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