+813.5%
SPYM vs PNR
+247.9%
+565.6%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.4% | +0.8% | -0.1% |
| 7D | -2.0% | -5.5% | +3.5% | +0.2% |
| 30D | -1.6% | -15.6% | +13.9% | +5.0% |
| 3M | +4.7% | -20.2% | +24.9% | +13.2% |
| 6M | +12.6% | -36.6% | +49.2% | +32.6% |
| YTD | +11.8% | -45.0% | +56.8% | +38.6% |
| 1Y | +17.5% | -47.4% | +65.0% | +48.3% |
| 3Y | +77.0% | -13.7% | +90.7% | +78.9% |
| 5Y | +82.6% | -20.8% | +103.4% | +87.0% |
| 10Y | +320.3% | +65.2% | +255.1% | +204.7% |
| All | +813.5% | +247.9% | +565.6% | +324.2% |
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