+117.7%
PRCH vs SPY
+12.2%
+105.5%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.3% | -0.5% | -1.4% |
| 7D | +2.7% | -0.9% | +3.6% | +4.3% |
| 30D | +25.2% | -2.4% | +27.5% | +30.5% |
| 3M | +40.5% | -1.2% | +41.6% | +43.4% |
| 6M | +110.3% | +3.3% | +107.0% | +98.9% |
| YTD | +142.5% | +12.3% | +130.2% | +99.5% |
| All | +117.7% | +12.2% | +105.5% | +79.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling