+378.9%
PRLD vs SPY
+20.8%
+358.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.4% | +4.4% | +4.7% |
| 7D | -0.2% | +0.1% | -0.3% | -0.5% |
| 30D | +20.3% | +0.1% | +20.2% | +19.6% |
| 3M | +33.8% | +2.0% | +31.8% | +28.0% |
| 6M | +94.3% | +13.0% | +81.3% | +43.9% |
| YTD | +88.3% | +13.5% | +74.7% | +37.6% |
| 1Y | +378.9% | +20.0% | +359.0% | +288.8% |
| All | +378.9% | +20.8% | +358.1% | +288.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling