+117.3%
PRLB vs SPY
+590.7%
-473.4%
-91.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -4.4% | -0.8% | +0.4% |
| 7D | -18.8% | -4.7% | -14.1% | -13.5% |
| 30D | -35.2% | -5.9% | -29.3% | -29.7% |
| 3M | -30.2% | -4.5% | -25.7% | -25.6% |
| 6M | -6.9% | +1.8% | -8.7% | -8.0% |
| YTD | +24.6% | +8.3% | +16.3% | +14.9% |
| 1Y | +26.6% | +9.3% | +17.2% | +15.4% |
| 3Y | +98.9% | +74.9% | +24.0% | +4.1% |
| 5Y | +2.3% | +67.3% | -65.0% | -43.2% |
| 10Y | +40.8% | +311.6% | -270.7% | -73.2% |
| All | +117.3% | +590.7% | -473.4% | -76.4% |
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