-40.2%
PRAA vs SPY
+312.5%
-352.8%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.6% | +0.6% |
| 7D | +2.1% | -0.4% | +2.4% | +2.4% |
| 30D | +0.9% | -1.4% | +2.3% | +2.4% |
| 3M | +23.2% | +3.7% | +19.5% | +18.9% |
| 6M | +4.5% | +13.0% | -8.5% | -7.5% |
| YTD | +8.2% | +12.4% | -4.2% | -3.7% |
| 1Y | +13.3% | +18.5% | -5.3% | -3.9% |
| 3Y | -1.2% | +77.6% | -78.9% | -40.5% |
| 5Y | -53.2% | +81.7% | -134.9% | -72.9% |
| 10Y | -40.2% | +319.7% | -359.9% | -85.5% |
| All | -40.2% | +312.5% | -352.8% | -85.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling