-6.0%
PRAY vs SPY
+2.1%
-8.0%
-9.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -4.4% | +0.4% | +0.4% |
| 7D | -4.8% | -4.7% | -0.1% | -0.1% |
| 30D | -7.2% | -5.9% | -1.3% | -1.4% |
| 3M | -8.3% | -4.5% | -3.8% | -4.0% |
| 6M | -6.0% | +1.8% | -7.7% | -8.7% |
| All | -6.0% | +2.1% | -8.0% | -8.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling