+108.5%
PRCH vs SPY
+153.6%
-45.1%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.4% | +2.2% | +1.3% |
| 7D | +2.3% | +0.1% | +2.2% | +2.2% |
| 30D | +17.5% | -3.3% | +20.9% | +23.2% |
| 3M | +30.2% | -2.4% | +32.6% | +34.9% |
| 6M | +88.1% | +2.6% | +85.6% | +82.9% |
| YTD | +126.1% | +11.2% | +114.8% | +97.7% |
| 1Y | +92.5% | +13.4% | +79.1% | +63.9% |
| 3Y | +2,302.8% | +79.9% | +2,222.9% | +1,201.5% |
| 5Y | -10.9% | +72.2% | -83.1% | -49.4% |
| All | +108.5% | +153.6% | -45.1% | +12.2% |
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