-51.7%
PRCT vs SPY
+76.8%
-128.5%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -4.4% | -2.0% | -1.1% |
| 7D | -0.1% | -4.7% | +4.6% | +6.2% |
| 30D | +15.8% | -5.9% | +21.7% | +25.0% |
| 3M | +4.8% | -4.5% | +9.4% | +11.1% |
| 6M | -19.5% | +1.8% | -21.3% | -21.9% |
| YTD | -35.6% | +8.3% | -43.9% | -42.0% |
| 1Y | -35.9% | +9.3% | -45.2% | -42.9% |
| 3Y | -40.2% | +74.9% | -115.1% | -71.4% |
| 5Y | -52.9% | +67.3% | -120.1% | -74.3% |
| All | -51.7% | +76.8% | -128.5% | -73.2% |
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