+82.0%
SPY vs PNR
-21.1%
+103.1%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.4% | +0.8% | -0.1% |
| 7D | -2.0% | -5.5% | +3.5% | 0.0% |
| 30D | -1.7% | -15.6% | +13.9% | +4.5% |
| 3M | +4.7% | -20.2% | +24.9% | +12.5% |
| 6M | +12.5% | -36.6% | +49.1% | +31.8% |
| YTD | +11.7% | -45.0% | +56.7% | +38.0% |
| 1Y | +17.5% | -47.4% | +64.9% | +47.8% |
| 3Y | +76.6% | -13.7% | +90.3% | +75.0% |
| 5Y | +82.0% | -20.8% | +102.8% | +78.1% |
| All | +82.0% | -21.1% | +103.1% | +78.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling