-63.1%
PRAA vs SPY
+308.5%
-371.6%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -0.4% | -7.4% | -7.4% |
| 7D | -41.8% | +3.3% | -45.1% | -43.6% |
| 30D | -42.0% | -2.7% | -39.3% | -40.6% |
| 3M | -39.3% | -1.7% | -37.6% | -38.4% |
| 6M | -29.2% | +3.1% | -32.3% | -31.7% |
| YTD | -32.8% | +11.9% | -44.7% | -40.1% |
| 1Y | -25.6% | +12.0% | -37.5% | -33.6% |
| 3Y | -25.9% | +78.2% | -104.1% | -55.7% |
| 5Y | -73.5% | +73.2% | -146.8% | -83.9% |
| All | -63.1% | +308.5% | -371.6% | -90.4% |
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 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