+221.7%
PR vs SPY
+67.4%
+154.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.3% | +1.6% | +1.6% |
| 7D | -16.4% | -2.7% | -13.7% | -14.1% |
| 30D | -1.9% | -5.4% | +3.5% | +3.7% |
| 3M | +8.0% | -4.1% | +12.0% | +12.2% |
| 6M | +4.1% | +0.7% | +3.4% | +1.6% |
| YTD | +58.7% | +8.7% | +50.0% | +40.1% |
| 1Y | +75.8% | +10.9% | +65.0% | +51.1% |
| 3Y | +73.2% | +75.0% | -1.8% | -15.7% |
| All | +221.7% | +67.4% | +154.4% | +84.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling