-86.4%
PRLD vs SPY
+146.4%
-232.8%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | -4.4% | -8.5% | -6.2% |
| 7D | -13.3% | -4.7% | -8.6% | -6.0% |
| 30D | -6.7% | -5.9% | -0.8% | +3.4% |
| 3M | -21.7% | -4.5% | -17.2% | -15.4% |
| 6M | -23.9% | +1.8% | -25.7% | -25.5% |
| YTD | +22.6% | +8.3% | +14.3% | +10.2% |
| 1Y | +155.8% | +9.3% | +146.4% | +125.6% |
| 3Y | +56.6% | +74.9% | -18.2% | -23.1% |
| 5Y | -79.3% | +67.3% | -146.6% | -89.1% |
| All | -86.4% | +146.4% | -232.8% | -95.4% |
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