-77.2%
PRE vs SPY
+81.8%
-159.0%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.3% | +0.9% |
| 7D | -0.7% | +0.5% | -1.3% | -0.9% |
| 30D | +40.3% | -0.9% | +41.3% | +40.8% |
| 3M | +28.1% | +3.9% | +24.2% | +26.7% |
| 6M | +43.9% | +14.5% | +29.4% | +39.0% |
| YTD | +62.7% | +12.9% | +49.7% | +57.6% |
| 1Y | +172.9% | +19.4% | +153.5% | +161.2% |
| 3Y | +220.5% | +78.5% | +142.0% | +163.9% |
| 5Y | -77.2% | +81.8% | -159.0% | -82.2% |
| All | -77.2% | +81.8% | -159.0% | -82.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling