-1.5%
PRAA vs SPY
+77.4%
-78.9%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.5% | +0.7% |
| 7D | -0.6% | +0.1% | -0.7% | -0.7% |
| 30D | +10.6% | +0.1% | +10.6% | +10.7% |
| 3M | +26.5% | +2.0% | +24.5% | +22.7% |
| 6M | +11.6% | +13.0% | -1.5% | -6.8% |
| YTD | +7.5% | +13.5% | -6.0% | -10.8% |
| 1Y | +12.1% | +20.0% | -7.8% | -14.0% |
| All | -1.5% | +77.4% | -78.9% | -63.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling