+5.9%
PRH vs SPY
+86.5%
-80.5%
-17.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.3% | +0.9% | +1.2% |
| 7D | +4.4% | -2.7% | +7.1% | +5.0% |
| 30D | +5.3% | -5.4% | +10.7% | +6.5% |
| 3M | -2.7% | -4.1% | +1.3% | -1.9% |
| 6M | -8.2% | +0.7% | -8.9% | -8.3% |
| YTD | -9.9% | +8.7% | -18.6% | -11.5% |
| 1Y | -9.5% | +10.9% | -20.4% | -11.5% |
| 3Y | +2.1% | +75.0% | -72.8% | -10.5% |
| All | +5.9% | +86.5% | -80.5% | -10.3% |
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 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