+15.9%
PRLB vs SPY
+72.1%
-56.2%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.2% | -1.0% |
| 7D | +2.8% | +2.6% | +0.2% | -0.6% |
| 30D | -24.1% | -2.0% | -22.1% | -21.6% |
| 3M | -26.8% | -2.8% | -24.0% | -23.5% |
| 6M | -6.0% | +2.1% | -8.1% | -7.5% |
| YTD | +33.5% | +11.5% | +22.0% | +18.1% |
| 1Y | +37.6% | +13.5% | +24.1% | +19.1% |
| 3Y | +92.6% | +77.7% | +14.9% | -0.9% |
| All | +15.9% | +72.1% | -56.2% | -37.2% |
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