-53.3%
PRAA vs SPY
+315.0%
-368.3%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.4% | -4.0% | -3.8% |
| 7D | -35.6% | +0.1% | -35.7% | -36.0% |
| 30D | -36.5% | -3.3% | -33.2% | -34.7% |
| 3M | -35.8% | -2.4% | -33.4% | -34.5% |
| 6M | -33.7% | +2.6% | -36.3% | -35.9% |
| YTD | -28.2% | +11.2% | -39.4% | -35.7% |
| 1Y | -13.8% | +13.4% | -27.2% | -24.2% |
| 3Y | -20.6% | +79.9% | -100.5% | -53.0% |
| 5Y | -72.2% | +72.2% | -144.4% | -83.1% |
| 10Y | -53.3% | +307.3% | -360.6% | -88.0% |
| All | -53.3% | +315.0% | -368.3% | -88.0% |
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