+271.9%
PTNQ vs SPY
+336.2%
-64.4%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | +0.1% |
| 7D | +0.9% | -0.4% | +1.3% | +1.2% |
| 30D | -0.7% | -1.4% | +0.7% | +0.4% |
| 3M | +1.2% | +3.7% | -2.5% | -1.3% |
| 6M | +11.0% | +13.0% | -2.0% | +1.7% |
| YTD | +9.7% | +12.4% | -2.7% | +1.0% |
| 1Y | +16.1% | +18.5% | -2.4% | +3.0% |
| 3Y | +43.6% | +77.6% | -34.0% | -7.1% |
| 5Y | +57.2% | +81.7% | -24.5% | -1.5% |
| 10Y | +314.2% | +319.7% | -5.5% | +33.2% |
| All | +271.9% | +336.2% | -64.4% | +21.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling