+585.8%
PRFZ vs SPY
+737.4%
-151.6%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.7% |
| 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% | +2.6% |
| 6M | +13.4% | +13.0% | +0.4% | -0.9% |
| YTD | +20.0% | +13.5% | +6.4% | +4.3% |
| 1Y | +23.2% | +20.0% | +3.2% | +0.9% |
| 3Y | +60.3% | +77.2% | -16.9% | -14.6% |
| 5Y | +55.6% | +81.9% | -26.3% | -19.7% |
| 10Y | +192.7% | +314.1% | -121.4% | -39.3% |
| All | +585.8% | +737.4% | -151.6% | -36.7% |
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