-99.9%
PRFX vs SPY
+67.0%
-166.9%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.4% | +3.6% | +4.5% |
| 7D | +1.2% | -4.7% | +5.9% | +7.1% |
| 30D | -13.8% | -5.9% | -7.8% | -7.2% |
| 3M | -31.0% | -4.5% | -26.5% | -27.2% |
| 6M | -60.7% | +1.8% | -62.5% | -60.9% |
| YTD | -76.4% | +8.3% | -84.7% | -77.9% |
| 1Y | -86.4% | +9.3% | -95.8% | -87.4% |
| 3Y | -98.9% | +74.9% | -173.8% | -99.4% |
| 5Y | -99.9% | +67.3% | -167.2% | -99.9% |
| All | -99.9% | +67.0% | -166.9% | -99.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling