-99.9%
PRFX vs SPY
+67.4%
-167.3%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.8% | +0.3% | +14.4% | +14.4% |
| 7D | +19.3% | -2.7% | +22.0% | +23.2% |
| 30D | -0.8% | -5.4% | +4.6% | +6.1% |
| 3M | -20.8% | -4.1% | -16.7% | -16.9% |
| 6M | -54.4% | +0.7% | -55.1% | -54.1% |
| YTD | -72.9% | +8.7% | -81.5% | -74.7% |
| 1Y | -83.9% | +10.9% | -94.7% | -85.2% |
| 3Y | -98.9% | +75.0% | -173.9% | -99.3% |
| All | -99.9% | +67.4% | -167.3% | -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