-82.2%
PROK vs SPY
+91.4%
-173.6%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.9% | -3.0% | -3.3% |
| 7D | -10.4% | -0.8% | -9.7% | -9.5% |
| 30D | +21.6% | -1.1% | +22.7% | +23.4% |
| 3M | +8.4% | +3.9% | +4.6% | +3.1% |
| 6M | -26.8% | +13.6% | -40.4% | -37.8% |
| YTD | -19.6% | +12.7% | -32.3% | -30.6% |
| 1Y | -39.6% | +17.5% | -57.1% | -50.2% |
| 3Y | -78.4% | +76.9% | -155.3% | -86.5% |
| 5Y | -81.6% | +83.6% | -165.2% | -89.1% |
| All | -82.2% | +91.4% | -173.6% | -89.6% |
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