+35.9%
PROV vs SPY
+312.5%
-276.6%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.5% |
| 7D | +2.0% | -0.4% | +2.3% | +2.2% |
| 30D | +4.3% | -1.4% | +5.7% | +5.0% |
| 3M | +10.4% | +3.7% | +6.7% | +8.1% |
| 6M | +18.5% | +13.0% | +5.5% | +10.7% |
| YTD | +20.4% | +12.4% | +8.0% | +12.7% |
| 1Y | +25.1% | +18.5% | +6.6% | +13.7% |
| 3Y | +64.7% | +77.6% | -12.9% | +17.4% |
| 5Y | +33.6% | +81.7% | -48.1% | -8.3% |
| 10Y | +35.9% | +319.7% | -283.8% | -47.8% |
| All | +35.9% | +312.5% | -276.6% | -47.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling