-53.6%
PRAA vs SPY
+82.0%
-135.6%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.5% | +0.5% |
| 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% | +24.0% |
| 6M | +11.6% | +13.0% | -1.5% | -0.6% |
| YTD | +7.5% | +13.5% | -6.0% | -4.5% |
| 1Y | +12.1% | +20.0% | -7.8% | -5.0% |
| 3Y | -3.5% | +77.2% | -80.7% | -37.3% |
| All | -53.6% | +82.0% | -135.6% | -70.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling