-60.0%
PROK vs SPY
+14.6%
-74.6%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.7% | +3.0% | +1.4% |
| 7D | -26.3% | -0.7% | -25.6% | -25.0% |
| 30D | -29.1% | -1.0% | -28.1% | -27.2% |
| 3M | -31.3% | -0.3% | -30.9% | -30.4% |
| 6M | -40.4% | +7.3% | -47.8% | -48.4% |
| YTD | -50.0% | +13.3% | -63.3% | -61.5% |
| 1Y | -60.0% | +14.8% | -74.8% | -69.9% |
| All | -60.0% | +14.6% | -74.6% | -69.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling