+69.9%
PR vs SPY
+74.5%
-4.6%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -4.4% | -0.5% | -1.3% |
| 7D | -16.5% | -4.7% | -11.8% | -13.2% |
| 30D | -4.5% | -5.9% | +1.4% | +0.2% |
| 3M | +8.5% | -4.5% | +13.1% | +12.3% |
| 6M | -3.3% | +1.8% | -5.1% | -6.6% |
| YTD | +55.7% | +8.3% | +47.4% | +40.1% |
| 1Y | +82.0% | +9.3% | +72.7% | +61.4% |
| All | +69.9% | +74.5% | -4.6% | -14.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling