+81.0%
PRDO vs SPY
+78.7%
+2.3%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +0.9% | +0.8% |
| 7D | +9.7% | +3.3% | +6.4% | +7.7% |
| 30D | -13.7% | -2.7% | -11.0% | -12.3% |
| 3M | -6.6% | -1.7% | -4.8% | -5.6% |
| 6M | -16.2% | +3.1% | -19.3% | -17.7% |
| YTD | +0.7% | +11.9% | -11.1% | -5.9% |
| 1Y | -5.1% | +12.0% | -17.0% | -11.3% |
| All | +81.0% | +78.7% | +2.3% | +33.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling