+147.8%
PR vs SPY
+316.9%
-169.1%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -4.4% | -0.5% | -0.2% |
| 7D | -16.5% | -4.7% | -11.8% | -12.4% |
| 30D | -4.5% | -5.9% | +1.4% | +1.5% |
| 3M | +8.5% | -4.5% | +13.1% | +13.3% |
| 6M | -3.3% | +1.8% | -5.1% | -6.7% |
| YTD | +55.7% | +8.3% | +47.4% | +38.9% |
| 1Y | +82.0% | +9.3% | +72.7% | +60.2% |
| 3Y | +62.5% | +74.9% | -12.4% | -14.7% |
| 5Y | +223.9% | +67.3% | +156.6% | +80.7% |
| 10Y | +64.2% | +311.6% | -247.4% | -29.8% |
| All | +147.8% | +316.9% | -169.1% | +5.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling