+172.0%
PRFZ vs SPY
+307.0%
-135.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.1% | +0.2% |
| 7D | +1.6% | +2.6% | -1.0% | -1.1% |
| 30D | +1.6% | -2.0% | +3.6% | +3.8% |
| 3M | -6.8% | -2.8% | -4.1% | -4.0% |
| 6M | +5.0% | +2.1% | +2.8% | +2.6% |
| YTD | +15.6% | +11.5% | +4.1% | +3.0% |
| 1Y | +19.7% | +13.5% | +6.3% | +4.7% |
| 3Y | +71.7% | +77.7% | -6.0% | -6.6% |
| 5Y | +40.3% | +72.6% | -32.4% | -21.3% |
| All | +172.0% | +307.0% | -135.0% | -40.8% |
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