+70.6%
PR vs SPY
+13.0%
+57.6%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.3% | +1.4% | +3.3% |
| 7D | -0.5% | -0.9% | +0.4% | -0.9% |
| 30D | -4.6% | -2.4% | -2.3% | -5.6% |
| 3M | +4.7% | -1.2% | +5.8% | +4.3% |
| 6M | +12.4% | +3.3% | +9.2% | +15.1% |
| YTD | +62.9% | +12.3% | +50.6% | +73.6% |
| 1Y | +70.6% | +12.4% | +58.1% | +82.6% |
| All | +70.6% | +13.0% | +57.6% | +82.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 1y: compounded portfolio wealth divided by compounded SPY 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…
1y analysis · Full analysis span regression · 6 months rolling