-79.2%
PRLD vs SPY
+158.2%
-237.4%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.4% | +4.4% | +4.6% |
| 7D | -0.2% | +0.1% | -0.3% | -0.5% |
| 30D | +20.3% | +0.1% | +20.2% | +19.7% |
| 3M | +33.8% | +2.0% | +31.8% | +29.5% |
| 6M | +94.3% | +13.0% | +81.3% | +61.5% |
| YTD | +88.3% | +13.5% | +74.7% | +55.9% |
| 1Y | +378.9% | +20.0% | +359.0% | +273.8% |
| 3Y | +49.2% | +77.2% | -28.0% | -29.3% |
| 5Y | -85.4% | +81.9% | -167.3% | -93.1% |
| All | -79.2% | +158.2% | -237.4% | -93.4% |
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