+69.0%
PRCH vs SPY
+157.5%
-88.5%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.5% | -6.2% | -6.0% |
| 7D | -3.6% | +0.5% | -4.1% | -4.3% |
| 30D | +5.6% | -0.9% | +6.5% | +7.1% |
| 3M | +75.6% | +3.9% | +71.7% | +67.2% |
| 6M | +113.9% | +14.5% | +99.4% | +78.8% |
| YTD | +83.2% | +12.9% | +70.3% | +56.9% |
| 1Y | -12.1% | +19.4% | -31.5% | -29.8% |
| 3Y | +1,968.0% | +78.5% | +1,889.5% | +1,025.7% |
| 5Y | -22.1% | +81.8% | -103.9% | -57.1% |
| All | +69.0% | +157.5% | -88.5% | -11.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling