+623.1%
PROV vs SPY
+1,822.1%
-1,199.0%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.0% |
| 7D | +1.9% | +0.1% | +1.8% | +1.9% |
| 30D | +4.5% | +0.1% | +4.5% | +4.5% |
| 3M | +11.4% | +2.0% | +9.4% | +10.5% |
| 6M | +17.2% | +13.0% | +4.2% | +12.2% |
| YTD | +20.5% | +13.5% | +6.9% | +15.1% |
| 1Y | +24.0% | +20.0% | +4.0% | +16.1% |
| 3Y | +59.8% | +77.2% | -17.4% | +29.9% |
| 5Y | +29.3% | +81.9% | -52.6% | +2.7% |
| 10Y | +36.0% | +314.1% | -278.1% | -16.6% |
| All | +623.1% | +1,822.1% | -1,199.0% | +173.1% |
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