-100.0%
PRFX vs SPY
+133.1%
-233.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.4% | -1.3% |
| 7D | +12.1% | -0.6% | +12.7% | +12.5% |
| 30D | -9.3% | -3.7% | -5.6% | -5.5% |
| 3M | -24.1% | -2.7% | -21.3% | -22.0% |
| 6M | -58.9% | +2.2% | -61.1% | -59.5% |
| YTD | -75.2% | +10.8% | -86.0% | -77.3% |
| 1Y | -82.9% | +11.2% | -94.2% | -84.4% |
| 3Y | -98.7% | +76.5% | -175.2% | -99.2% |
| 5Y | -99.9% | +72.9% | -172.8% | -99.9% |
| All | -100.0% | +133.1% | -233.1% | -100.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling