-90.5%
PRPL vs SPY
+75.1%
-165.6%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | +0.3% | -16.1% | -16.2% |
| 7D | -28.7% | -2.7% | -26.0% | -25.4% |
| 30D | +12.0% | -5.4% | +17.4% | +22.0% |
| 3M | -76.3% | -4.1% | -72.2% | -74.7% |
| 6M | -83.4% | +0.7% | -84.1% | -83.4% |
| YTD | -87.6% | +8.7% | -96.3% | -89.0% |
| 1Y | -87.8% | +10.9% | -98.6% | -89.6% |
| 3Y | -90.5% | +75.0% | -165.5% | -91.2% |
| All | -90.5% | +75.1% | -165.6% | -91.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling