-99.5%
PRPL vs SPY
+72.2%
-171.7%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | +0.1% |
| 7D | -28.6% | -0.6% | -28.0% | -28.1% |
| 30D | -3.7% | -3.7% | -0.1% | +2.3% |
| 3M | -80.2% | -2.7% | -77.5% | -79.4% |
| 6M | -85.6% | +2.2% | -87.8% | -86.2% |
| YTD | -89.6% | +10.8% | -100.4% | -91.5% |
| 1Y | -90.6% | +11.2% | -101.8% | -92.4% |
| 3Y | -87.2% | +76.5% | -163.7% | -95.7% |
| 5Y | -99.5% | +72.9% | -172.4% | -99.8% |
| All | -99.5% | +72.2% | -171.7% | -99.8% |
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