-99.0%
PRPL vs SPY
+311.6%
-410.5%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -4.4% | -4.9% | -3.4% |
| 7D | -17.8% | -4.7% | -13.1% | -11.9% |
| 30D | +17.6% | -5.9% | +23.5% | +28.1% |
| 3M | -72.6% | -4.5% | -68.0% | -70.7% |
| 6M | -79.4% | +1.8% | -81.2% | -79.7% |
| YTD | -85.3% | +8.3% | -93.6% | -86.8% |
| 1Y | -85.9% | +9.3% | -95.2% | -87.5% |
| 3Y | -88.8% | +74.9% | -163.7% | -94.5% |
| 5Y | -99.5% | +67.3% | -166.7% | -99.7% |
| All | -99.0% | +311.6% | -410.5% | -99.6% |
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 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