+64.0%
PRFZ vs SPY
+77.4%
-13.4%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.6% |
| 7D | -0.7% | +0.1% | -0.8% | -0.8% |
| 30D | -1.3% | +0.1% | -1.3% | -1.3% |
| 3M | +4.9% | +2.0% | +2.9% | +2.7% |
| 6M | +13.4% | +13.0% | +0.4% | -0.6% |
| YTD | +20.0% | +13.5% | +6.4% | +4.7% |
| 1Y | +23.2% | +20.0% | +3.2% | +1.5% |
| All | +64.0% | +77.4% | -13.4% | -14.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling