+3,076.5%
SPY vs PNR
+2,055.6%
+1,020.9%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.6% | +2.1% | +0.3% |
| 7D | +0.5% | -3.0% | +3.6% | +1.6% |
| 30D | -0.9% | -14.9% | +14.0% | +4.4% |
| 3M | +3.9% | -19.0% | +22.9% | +10.4% |
| 6M | +14.5% | -35.9% | +50.5% | +31.0% |
| YTD | +12.9% | -43.1% | +56.1% | +33.9% |
| 1Y | +19.4% | -46.4% | +65.7% | +44.1% |
| 3Y | +78.5% | -10.8% | +89.3% | +79.3% |
| 5Y | +81.8% | -18.9% | +100.6% | +85.4% |
| 10Y | +311.5% | +64.4% | +247.1% | +222.8% |
| All | +3,076.5% | +2,055.6% | +1,020.9% | +1,311.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling