-78.1%
PRLD vs SPY
+72.2%
-150.3%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.6% |
| 7D | -0.5% | -0.6% | +0.1% | +1.2% |
| 30D | -3.3% | -3.7% | +0.3% | +3.7% |
| 3M | -22.2% | -2.7% | -19.4% | -18.0% |
| 6M | -22.6% | +2.2% | -24.8% | -24.8% |
| YTD | +29.7% | +10.8% | +18.8% | +11.8% |
| 1Y | +198.4% | +11.2% | +187.2% | +154.2% |
| 3Y | +24.9% | +76.5% | -51.6% | -42.0% |
| 5Y | -78.1% | +72.9% | -151.0% | -89.1% |
| All | -78.1% | +72.2% | -150.3% | -89.1% |
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