+37.1%
PRFZ vs SPY
+67.0%
-29.9%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -4.4% | +0.1% | +0.3% |
| 7D | -4.5% | -4.7% | +0.2% | +0.4% |
| 30D | -3.2% | -5.9% | +2.7% | +3.1% |
| 3M | -6.7% | -4.5% | -2.2% | -2.1% |
| 6M | +1.3% | +1.8% | -0.5% | -0.7% |
| YTD | +13.4% | +8.3% | +5.0% | +4.3% |
| 1Y | +15.7% | +9.3% | +6.3% | +5.4% |
| 3Y | +63.6% | +74.9% | -11.2% | -7.6% |
| 5Y | +37.1% | +67.3% | -30.1% | -18.9% |
| All | +37.1% | +67.0% | -29.9% | -18.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling