+28.4%
PRLB vs SPY
+308.5%
-280.1%
-91.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.4% | -0.3% |
| 7D | +8.9% | +3.3% | +5.6% | +4.5% |
| 30D | -25.3% | -2.7% | -22.6% | -22.2% |
| 3M | -24.4% | -1.7% | -22.7% | -22.2% |
| 6M | -3.4% | +3.1% | -6.5% | -6.1% |
| YTD | +35.6% | +11.9% | +23.7% | +19.8% |
| 1Y | +37.7% | +12.0% | +25.7% | +21.6% |
| 3Y | +98.4% | +78.2% | +20.2% | +0.5% |
| 5Y | +15.8% | +73.2% | -57.5% | -38.9% |
| All | +28.4% | +308.5% | -280.1% | -79.8% |
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