-78.4%
PROK vs SPY
+77.0%
-155.4%
-93.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.9% | -3.0% | -4.2% |
| 7D | -10.4% | -0.8% | -9.7% | -8.8% |
| 30D | +21.6% | -1.1% | +22.7% | +24.8% |
| 3M | +8.4% | +3.9% | +4.6% | -1.3% |
| 6M | -26.8% | +13.6% | -40.4% | -46.2% |
| YTD | -19.6% | +12.7% | -32.3% | -39.3% |
| 1Y | -39.6% | +17.5% | -57.1% | -58.6% |
| 3Y | -78.4% | +76.9% | -155.3% | -94.9% |
| All | -78.4% | +77.0% | -155.4% | -94.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling