+548.1%
PRFZ vs SPY
+698.9%
-150.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -4.4% | +0.1% | +0.6% |
| 7D | -4.5% | -4.7% | +0.2% | +0.7% |
| 30D | -3.2% | -5.9% | +2.7% | +3.5% |
| 3M | -6.7% | -4.5% | -2.2% | -1.8% |
| 6M | +1.3% | +1.8% | -0.5% | -0.8% |
| YTD | +13.4% | +8.3% | +5.0% | +3.7% |
| 1Y | +15.7% | +9.3% | +6.3% | +4.8% |
| 3Y | +63.6% | +74.9% | -11.2% | -11.6% |
| 5Y | +37.1% | +67.3% | -30.1% | -22.3% |
| 10Y | +194.1% | +311.6% | -117.5% | -38.8% |
| All | +548.1% | +698.9% | -150.8% | -37.0% |
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