-85.7%
PRE vs SPY
+86.3%
-171.9%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -0.4% | -4.9% | -5.1% |
| 7D | +3.7% | +3.3% | +0.4% | +2.6% |
| 30D | -21.4% | -2.7% | -18.7% | -20.6% |
| 3M | -10.5% | -1.7% | -8.7% | -9.9% |
| 6M | -7.1% | +3.1% | -10.1% | -7.6% |
| YTD | +6.2% | +11.9% | -5.7% | +3.3% |
| 1Y | +20.5% | +12.0% | +8.6% | +17.3% |
| 3Y | +227.8% | +78.2% | +149.7% | +170.4% |
| 5Y | -85.5% | +73.2% | -158.7% | -88.6% |
| All | -85.7% | +86.3% | -171.9% | -88.9% |
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