+235.5%
PRDO vs SPY
+304.1%
-68.6%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.4% | +5.6% | +5.5% |
| 7D | -2.7% | -0.6% | -2.1% | -2.0% |
| 30D | -14.4% | -3.7% | -10.7% | -11.9% |
| 3M | -7.7% | -2.7% | -4.9% | -5.7% |
| 6M | -19.1% | +2.2% | -21.3% | -20.6% |
| YTD | -0.2% | +10.8% | -11.0% | -7.7% |
| 1Y | -4.1% | +11.2% | -15.3% | -11.6% |
| 3Y | +78.4% | +76.5% | +1.9% | +16.4% |
| 5Y | +196.9% | +72.9% | +123.9% | +94.2% |
| 10Y | +235.5% | +304.8% | -69.3% | +1.2% |
| All | +235.5% | +304.1% | -68.6% | +1.2% |
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 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