-100.0%
PRFX vs SPY
+138.8%
-238.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -0.7% |
| 7D | +0.7% | +0.1% | +0.6% | +0.6% |
| 30D | -12.0% | +0.1% | -12.1% | -11.9% |
| 3M | -45.9% | +2.0% | -47.9% | -46.4% |
| 6M | -65.3% | +13.0% | -78.3% | -69.0% |
| YTD | -69.8% | +13.5% | -83.4% | -73.1% |
| 1Y | -88.1% | +20.0% | -108.1% | -89.8% |
| 3Y | -99.3% | +77.2% | -176.5% | -99.6% |
| 5Y | -99.9% | +81.9% | -181.8% | -99.9% |
| All | -100.0% | +138.8% | -238.8% | -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