-85.1%
PRHI vs SPY
+322.5%
-407.6%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.9% | +3.3% | +4.0% |
| 7D | +8.6% | -0.8% | +9.3% | +8.8% |
| 30D | +110.1% | -1.1% | +111.2% | +110.8% |
| 3M | +75.2% | +3.9% | +71.3% | +73.4% |
| 6M | +75.4% | +13.6% | +61.8% | +69.9% |
| YTD | +75.1% | +12.7% | +62.4% | +70.2% |
| 1Y | +34.3% | +17.5% | +16.7% | +29.2% |
| 3Y | +3.2% | +76.9% | -73.7% | -10.5% |
| 5Y | -60.6% | +83.6% | -144.2% | -66.4% |
| All | -85.1% | +322.5% | -407.6% | -88.1% |
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