-45.7%
PRCT vs SPY
+85.3%
-131.1%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -0.4% | +6.9% | +7.0% |
| 7D | +9.3% | +0.1% | +9.2% | +9.1% |
| 30D | +17.7% | +0.1% | +17.6% | +17.6% |
| 3M | -15.7% | +2.0% | -17.7% | -18.4% |
| 6M | -14.3% | +13.0% | -27.3% | -27.0% |
| YTD | -27.7% | +13.5% | -41.2% | -38.6% |
| 1Y | -40.6% | +20.0% | -60.6% | -53.0% |
| 3Y | -33.4% | +77.2% | -110.6% | -68.5% |
| All | -45.7% | +85.3% | -131.1% | -71.6% |
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