+1,376.9%
PRDO vs SPY
+1,186.2%
+190.7%
-97.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.3% |
| 7D | -0.6% | +0.1% | -0.7% | -0.7% |
| 30D | +1.0% | +0.1% | +1.0% | +1.0% |
| 3M | -2.3% | +2.0% | -4.2% | -4.4% |
| 6M | -2.1% | +13.0% | -15.1% | -12.4% |
| YTD | +14.8% | +13.5% | +1.3% | +2.4% |
| 1Y | +3.0% | +20.0% | -17.0% | -12.5% |
| 3Y | +103.0% | +77.2% | +25.8% | +22.5% |
| 5Y | +227.2% | +81.9% | +145.4% | +89.0% |
| 10Y | +435.2% | +314.1% | +121.2% | +48.7% |
| All | +1,376.9% | +1,186.2% | +190.7% | +123.2% |
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