-85.2%
PRE vs SPY
+84.5%
-169.7%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.5% | -1.7% |
| 7D | +6.4% | -0.6% | +7.0% | +6.6% |
| 30D | -21.1% | -3.7% | -17.4% | -20.0% |
| 3M | -8.4% | -2.7% | -5.6% | -7.4% |
| 6M | +6.6% | +2.2% | +4.4% | +6.3% |
| YTD | +9.4% | +10.8% | -1.4% | +6.8% |
| 1Y | +44.9% | +11.2% | +33.7% | +41.4% |
| 3Y | +237.8% | +76.5% | +161.4% | +179.6% |
| 5Y | -85.1% | +72.9% | -158.0% | -88.2% |
| All | -85.2% | +84.5% | -169.7% | -88.5% |
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