-99.3%
PRPL vs SPY
+82.0%
-181.4%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.7% |
| 7D | -11.0% | +0.1% | -11.1% | -11.1% |
| 30D | -58.9% | +0.1% | -58.9% | -58.8% |
| 3M | -62.7% | +2.0% | -64.7% | -63.9% |
| 6M | -78.5% | +13.0% | -91.5% | -82.9% |
| YTD | -77.9% | +13.5% | -91.5% | -82.7% |
| 1Y | -86.1% | +20.0% | -106.1% | -90.3% |
| 3Y | -93.4% | +77.2% | -170.6% | -97.8% |
| All | -99.3% | +82.0% | -181.4% | -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