+32.7%
PROV vs SPY
+81.8%
-49.0%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.3% | -0.2% |
| 7D | +1.9% | +0.5% | +1.3% | +1.8% |
| 30D | +4.8% | -0.9% | +5.8% | +5.0% |
| 3M | +11.9% | +3.9% | +8.1% | +11.1% |
| 6M | +17.2% | +14.5% | +2.7% | +14.1% |
| YTD | +20.2% | +12.9% | +7.2% | +17.3% |
| 1Y | +24.1% | +19.4% | +4.7% | +19.8% |
| 3Y | +64.4% | +78.5% | -14.1% | +49.7% |
| 5Y | +32.7% | +81.8% | -49.0% | +18.1% |
| All | +32.7% | +81.8% | -49.0% | +18.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling