-78.2%
PRE vs SPY
+89.0%
-167.2%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.4% | -0.6% |
| 7D | -1.2% | +0.1% | -1.4% | -1.3% |
| 30D | +37.8% | +0.1% | +37.8% | +37.8% |
| 3M | +22.4% | +2.0% | +20.4% | +21.7% |
| 6M | +65.4% | +13.0% | +52.4% | +60.1% |
| YTD | +61.5% | +13.5% | +48.0% | +56.2% |
| 1Y | +217.6% | +20.0% | +197.6% | +203.5% |
| 3Y | +212.9% | +77.2% | +135.7% | +158.9% |
| 5Y | -77.4% | +81.9% | -159.3% | -82.4% |
| All | -78.2% | +89.0% | -167.2% | -83.2% |
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