+76.5%
SPY vs PNR
-13.0%
+89.5%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.9% | +1.4% | +0.1% |
| 7D | -0.4% | -3.9% | +3.5% | +0.8% |
| 30D | -1.4% | -13.8% | +12.4% | +2.9% |
| 3M | +3.7% | -22.5% | +26.2% | +10.9% |
| 6M | +13.0% | -37.2% | +50.2% | +29.2% |
| YTD | +12.4% | -44.2% | +56.6% | +33.4% |
| 1Y | +18.5% | -46.6% | +65.2% | +42.9% |
| All | +76.5% | -13.0% | +89.5% | +81.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling