+35.7%
PRAY vs SPY
+75.4%
-39.7%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.1% | +0.1% |
| 7D | -2.7% | -2.7% | 0.0% | -0.5% |
| 30D | -6.1% | -5.4% | -0.7% | -1.6% |
| 3M | -7.0% | -4.1% | -2.9% | -3.7% |
| 6M | -6.9% | +0.7% | -7.6% | -7.4% |
| YTD | +6.0% | +8.7% | -2.7% | -0.9% |
| 1Y | +7.1% | +10.9% | -3.8% | -1.5% |
| 3Y | +46.2% | +75.0% | -28.8% | -8.0% |
| All | +35.7% | +75.4% | -39.7% | -13.8% |
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