-79.7%
PRE vs SPY
+86.0%
-165.7%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.6% | -1.9% | -2.3% |
| 7D | -7.7% | -2.0% | -5.7% | -7.0% |
| 30D | +24.5% | -1.7% | +26.1% | +25.2% |
| 3M | +22.9% | +4.7% | +18.2% | +21.3% |
| 6M | +18.7% | +12.5% | +6.2% | +15.2% |
| YTD | +50.2% | +11.7% | +38.5% | +46.1% |
| 1Y | +134.7% | +17.5% | +117.2% | +125.8% |
| 3Y | +195.9% | +76.6% | +119.4% | +144.9% |
| 5Y | -79.1% | +82.0% | -161.1% | -83.6% |
| All | -79.7% | +86.0% | -165.7% | -84.3% |
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