+99.3%
PRCH vs SPY
+147.8%
-48.5%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.3% | -3.2% | -3.3% |
| 7D | -4.0% | -2.7% | -1.3% | -0.3% |
| 30D | +14.0% | -5.4% | +19.4% | +23.1% |
| 3M | +27.8% | -4.1% | +31.9% | +35.6% |
| 6M | +77.7% | +0.7% | +77.0% | +77.1% |
| YTD | +116.1% | +8.7% | +107.4% | +95.1% |
| 1Y | +85.6% | +10.9% | +74.7% | +63.0% |
| 3Y | +2,759.4% | +75.0% | +2,684.4% | +1,508.1% |
| 5Y | -14.0% | +67.8% | -81.8% | -49.5% |
| All | +99.3% | +147.8% | -48.5% | +10.7% |
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