+741.6%
PRAX vs SPY
+17.2%
+724.4%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.6% | -1.3% | -1.7% |
| 7D | -4.7% | -2.0% | -2.7% | -3.9% |
| 30D | -8.7% | -1.7% | -7.0% | -8.1% |
| 3M | +40.7% | +4.7% | +35.9% | +38.1% |
| 6M | +9.2% | +12.5% | -3.3% | +0.9% |
| YTD | +14.9% | +11.7% | +3.1% | +6.3% |
| 1Y | +741.6% | +17.5% | +724.1% | +799.1% |
| All | +741.6% | +17.2% | +724.4% | +799.1% |
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