-100.0%
PRFX vs SPY
+138.4%
-238.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +1.7% | +5.9% | +5.7% |
| 7D | -1.9% | -0.7% | -1.2% | -1.0% |
| 30D | -13.5% | -1.0% | -12.4% | -12.2% |
| 3M | -32.3% | -0.3% | -32.0% | -32.1% |
| 6M | -61.2% | +7.3% | -68.5% | -63.5% |
| YTD | -76.2% | +13.3% | -89.5% | -78.7% |
| 1Y | -85.4% | +14.8% | -100.2% | -87.1% |
| 3Y | -98.9% | +82.9% | -181.8% | -99.4% |
| 5Y | -99.9% | +75.6% | -175.5% | -99.9% |
| All | -100.0% | +138.4% | -238.3% | -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 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