-25.7%
PRAA vs SPY
+12.1%
-37.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | 0.0% | -0.1% |
| 7D | -8.4% | +2.6% | -11.0% | -9.7% |
| 30D | -40.2% | -2.0% | -38.3% | -39.3% |
| 3M | -41.5% | -2.8% | -38.7% | -40.3% |
| 6M | -19.5% | +2.1% | -21.6% | -20.6% |
| YTD | -33.1% | +11.5% | -44.6% | -40.7% |
| 1Y | -25.7% | +13.5% | -39.1% | -36.0% |
| All | -25.7% | +12.1% | -37.7% | -36.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling