+723.7%
PRF vs SPY
+750.2%
-26.5%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -4.4% | +1.4% | +1.3% |
| 7D | -2.2% | -4.7% | +2.5% | +2.5% |
| 30D | 0.0% | -5.9% | +5.9% | +6.0% |
| 3M | -0.5% | -4.5% | +4.0% | +4.0% |
| 6M | +6.9% | +1.8% | +5.1% | +4.7% |
| YTD | +19.1% | +8.3% | +10.8% | +9.6% |
| 1Y | +23.1% | +9.3% | +13.7% | +12.1% |
| 3Y | +81.1% | +74.9% | +6.2% | +2.1% |
| 5Y | +77.6% | +67.3% | +10.3% | +3.6% |
| 10Y | +272.7% | +311.6% | -38.8% | -13.9% |
| All | +723.7% | +750.2% | -26.5% | -8.2% |
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