+6.0%
PRH vs SPY
+90.2%
-84.1%
-17.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.1% | -1.4% |
| 7D | +3.3% | -0.6% | +3.9% | +3.4% |
| 30D | +4.7% | -3.7% | +8.4% | +5.5% |
| 3M | -2.2% | -2.7% | +0.6% | -1.6% |
| 6M | -8.1% | +2.2% | -10.3% | -8.5% |
| YTD | -9.9% | +10.8% | -20.7% | -11.8% |
| 1Y | -10.0% | +11.2% | -21.3% | -12.0% |
| 3Y | +2.3% | +76.5% | -74.2% | -10.4% |
| All | +6.0% | +90.2% | -84.1% | -10.6% |
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