+181.2%
PRLB vs SPY
+77.4%
+103.8%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.4% | +2.8% | +3.0% |
| 7D | +2.1% | +0.1% | +2.0% | +1.9% |
| 30D | -9.8% | +0.1% | -9.9% | -9.8% |
| 3M | +8.9% | +2.0% | +6.9% | +6.1% |
| 6M | +29.0% | +13.0% | +16.0% | +8.0% |
| YTD | +61.0% | +13.5% | +47.4% | +34.5% |
| 1Y | +62.2% | +20.0% | +42.3% | +25.5% |
| All | +181.2% | +77.4% | +103.8% | +15.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling