-10.8%
PRAA vs SPY
+75.1%
-85.9%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -36.7% | +0.3% | -37.0% | -37.1% |
| 7D | -33.7% | -2.7% | -31.0% | -31.9% |
| 30D | -36.3% | -5.4% | -30.9% | -32.1% |
| 3M | -28.8% | -4.1% | -24.7% | -25.3% |
| 6M | -39.3% | +0.7% | -40.0% | -40.8% |
| YTD | -27.0% | +8.7% | -35.6% | -35.8% |
| 1Y | -5.4% | +10.9% | -16.3% | -19.1% |
| 3Y | -10.8% | +75.0% | -85.8% | -63.0% |
| All | -10.8% | +75.1% | -85.9% | -63.0% |
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 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