-46.7%
PRCT vs SPY
+81.6%
-128.2%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +2.4% | +6.1% | +5.6% |
| 7D | +15.1% | +0.1% | +15.0% | +15.4% |
| 30D | +21.6% | -3.3% | +24.9% | +27.1% |
| 3M | +9.6% | -2.4% | +12.0% | +13.2% |
| 6M | -11.9% | +2.6% | -14.5% | -15.1% |
| YTD | -28.9% | +11.2% | -40.1% | -38.0% |
| 1Y | -29.9% | +13.4% | -43.3% | -40.3% |
| 3Y | -28.9% | +79.9% | -108.8% | -67.1% |
| 5Y | -48.3% | +72.2% | -120.4% | -72.7% |
| All | -46.7% | +81.6% | -128.2% | -71.3% |
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