+603.0%
PROV vs SPY
+1,783.1%
-1,180.1%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.4% | -2.5% | -0.9% |
| 7D | +0.1% | +0.1% | 0.0% | 0.0% |
| 30D | -0.4% | -3.3% | +2.9% | +0.6% |
| 3M | +2.2% | -2.4% | +4.6% | +2.9% |
| 6M | +7.8% | +2.6% | +5.3% | +6.7% |
| YTD | +17.1% | +11.2% | +5.9% | +12.5% |
| 1Y | +23.6% | +13.4% | +10.2% | +18.0% |
| 3Y | +82.7% | +79.9% | +2.8% | +47.7% |
| 5Y | +29.9% | +72.2% | -42.3% | +5.2% |
| 10Y | +34.7% | +307.3% | -272.7% | -17.0% |
| All | +603.0% | +1,783.1% | -1,180.1% | +167.1% |
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 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