-52.0%
PRCT vs SPY
+67.4%
-119.4%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.3% | +1.4% | +1.3% |
| 7D | +7.4% | -2.7% | +10.1% | +11.3% |
| 30D | +15.1% | -5.4% | +20.5% | +23.6% |
| 3M | +2.9% | -4.1% | +7.0% | +8.6% |
| 6M | -16.9% | +0.7% | -17.6% | -18.3% |
| YTD | -34.5% | +8.7% | -43.1% | -41.4% |
| 1Y | -34.1% | +10.9% | -45.0% | -42.6% |
| 3Y | -37.2% | +75.0% | -112.2% | -70.6% |
| All | -52.0% | +67.4% | -119.4% | -72.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling