-86.3%
PRLD vs SPY
+147.1%
-233.4%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +1.0% | +0.8% |
| 7D | -7.2% | -2.7% | -4.5% | -2.6% |
| 30D | -6.0% | -5.4% | -0.6% | +3.3% |
| 3M | -23.1% | -4.1% | -19.0% | -17.4% |
| 6M | -25.6% | +0.7% | -26.3% | -26.0% |
| YTD | +24.1% | +8.7% | +15.5% | +11.1% |
| 1Y | +166.7% | +10.9% | +155.8% | +130.3% |
| 3Y | +22.0% | +75.0% | -53.0% | -40.2% |
| 5Y | -79.0% | +67.8% | -146.8% | -89.0% |
| All | -86.3% | +147.1% | -233.4% | -95.3% |
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