+314.7%
SPY vs PNR
+66.2%
+248.6%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.1% | +1.0% |
| 7D | -0.8% | -6.0% | +5.3% | +1.7% |
| 30D | -1.1% | -14.0% | +12.9% | +5.0% |
| 3M | +3.9% | -21.7% | +25.6% | +13.3% |
| 6M | +13.6% | -37.3% | +50.9% | +35.3% |
| YTD | +12.7% | -45.1% | +57.8% | +41.2% |
| 1Y | +17.5% | -49.1% | +66.6% | +52.0% |
| 3Y | +76.9% | -14.8% | +91.7% | +78.5% |
| 5Y | +83.6% | -21.0% | +104.6% | +86.1% |
| All | +314.7% | +66.2% | +248.6% | +190.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 PNR 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