+115.3%
PRCH vs SPY
+155.1%
-39.9%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.4% | -3.4% | -3.3% |
| 7D | +4.9% | +3.3% | +1.6% | +0.3% |
| 30D | +23.8% | -2.7% | +26.4% | +28.5% |
| 3M | +31.9% | -1.7% | +33.6% | +35.3% |
| 6M | +106.3% | +3.1% | +103.2% | +99.1% |
| YTD | +133.4% | +11.9% | +121.5% | +102.4% |
| 1Y | +109.5% | +12.0% | +97.6% | +81.6% |
| 3Y | +1,949.0% | +78.2% | +1,870.9% | +1,015.7% |
| 5Y | -10.3% | +73.2% | -83.6% | -49.5% |
| All | +115.3% | +155.1% | -39.9% | +14.9% |
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 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