+189.0%
PRFZ vs SPY
+312.9%
-123.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.1% | 0.0% |
| 7D | -2.3% | -2.7% | +0.4% | +0.5% |
| 30D | -1.6% | -5.4% | +3.8% | +4.3% |
| 3M | -5.8% | -4.1% | -1.7% | -1.6% |
| 6M | +0.9% | +0.7% | +0.2% | +0.1% |
| YTD | +13.8% | +8.7% | +5.1% | +4.1% |
| 1Y | +18.0% | +10.9% | +7.1% | +5.7% |
| 3Y | +65.8% | +75.0% | -9.2% | -8.4% |
| 5Y | +37.6% | +67.8% | -30.2% | -20.4% |
| All | +189.0% | +312.9% | -123.8% | -37.3% |
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