-86.8%
PRLD vs SPY
+153.6%
-240.4%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.6% | -1.4% |
| 7D | -4.2% | +2.6% | -6.8% | -7.8% |
| 30D | +6.8% | -2.0% | +8.8% | +11.2% |
| 3M | -35.6% | -2.8% | -32.9% | -32.2% |
| 6M | -26.0% | +2.1% | -28.1% | -27.8% |
| YTD | +19.0% | +11.5% | +7.5% | +2.5% |
| 1Y | +128.5% | +13.5% | +115.0% | +90.7% |
| 3Y | +14.6% | +77.7% | -63.1% | -45.2% |
| 5Y | -78.7% | +72.6% | -151.3% | -89.3% |
| All | -86.8% | +153.6% | -240.4% | -95.7% |
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