+43.2%
PRLB vs SPY
+315.0%
-271.8%
-91.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +2.4% | +2.8% | +2.1% |
| 7D | +2.8% | +0.1% | +2.7% | +2.6% |
| 30D | -26.4% | -3.3% | -23.1% | -22.7% |
| 3M | -22.3% | -2.4% | -19.9% | -19.3% |
| 6M | -0.3% | +2.6% | -2.9% | -2.4% |
| YTD | +36.6% | +11.2% | +25.3% | +21.6% |
| 1Y | +41.0% | +13.4% | +27.6% | +22.6% |
| 3Y | +104.2% | +79.9% | +24.3% | +2.2% |
| 5Y | +11.2% | +72.2% | -61.0% | -40.8% |
| 10Y | +43.2% | +307.3% | -264.1% | -76.6% |
| All | +43.2% | +315.0% | -271.8% | -76.6% |
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