-15.6%
PRAX vs SPY
+138.7%
-154.3%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.6% | -0.5% |
| 7D | +2.0% | +0.1% | +1.9% | +1.9% |
| 30D | +10.2% | +0.1% | +10.2% | +10.1% |
| 3M | +32.9% | +2.0% | +30.9% | +30.0% |
| 6M | +8.2% | +13.0% | -4.8% | -5.0% |
| YTD | +19.4% | +13.5% | +5.8% | +3.8% |
| 1Y | +663.3% | +20.0% | +643.3% | +524.0% |
| 3Y | +1,393.9% | +77.2% | +1,316.7% | +678.8% |
| 5Y | +9.4% | +81.9% | -72.5% | -43.0% |
| All | -15.6% | +138.7% | -154.3% | -66.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling