+19.6%
PRCS vs SPY
+29.3%
-9.8%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.7% | +1.7% | +1.8% |
| 7D | +3.1% | -0.7% | +3.8% | +3.8% |
| 30D | +2.2% | -1.0% | +3.2% | +3.1% |
| 3M | +0.7% | -0.3% | +1.1% | +1.0% |
| 6M | +9.2% | +7.3% | +1.8% | +2.4% |
| YTD | +11.0% | +13.3% | -2.3% | -0.7% |
| 1Y | +12.5% | +14.8% | -2.3% | -0.6% |
| All | +19.6% | +29.3% | -9.8% | -4.8% |
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