-89.2%
PRHI vs SPY
+342.6%
-431.7%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -0.4% | +7.0% | +6.7% |
| 7D | +19.5% | +0.1% | +19.4% | +19.5% |
| 30D | +59.4% | +0.1% | +59.4% | +59.5% |
| 3M | +41.5% | +2.0% | +39.5% | +40.8% |
| 6M | +32.2% | +13.0% | +19.2% | +28.0% |
| YTD | +61.3% | +13.5% | +47.7% | +56.2% |
| 1Y | +53.3% | +20.0% | +33.4% | +46.6% |
| 3Y | -26.3% | +77.2% | -103.5% | -36.6% |
| 5Y | -67.9% | +81.9% | -149.8% | -72.8% |
| 10Y | -85.4% | +314.1% | -399.5% | -89.9% |
| All | -89.2% | +342.6% | -431.7% | -92.7% |
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