-70.2%
PRHI vs SPY
+72.1%
-142.4%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -0.4% | -7.6% | -7.9% |
| 7D | -24.1% | +2.6% | -26.7% | -24.8% |
| 30D | -33.5% | -2.0% | -31.5% | -32.9% |
| 3M | -1.4% | -2.8% | +1.4% | -0.2% |
| 6M | +12.8% | +2.1% | +10.7% | +12.4% |
| YTD | +6.0% | +11.5% | -5.5% | +2.8% |
| 1Y | -32.5% | +13.5% | -46.0% | -34.9% |
| 3Y | +0.8% | +77.7% | -76.9% | -16.4% |
| All | -70.2% | +72.1% | -142.4% | -75.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling