+83.3%
SPYM vs PNR
-21.7%
+105.0%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.8% | +0.7% |
| 7D | -1.0% | -6.0% | +5.0% | +1.2% |
| 30D | -1.3% | -14.0% | +12.6% | +4.1% |
| 3M | +3.6% | -21.7% | +25.3% | +12.0% |
| 6M | +13.3% | -37.3% | +50.6% | +33.0% |
| YTD | +12.4% | -45.1% | +57.6% | +38.6% |
| 1Y | +17.3% | -49.1% | +66.4% | +49.1% |
| 3Y | +76.8% | -14.8% | +91.6% | +76.0% |
| All | +83.3% | -21.7% | +105.0% | +78.5% |
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