-76.4%
PRPL vs SPY
+7.0%
-83.4%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.1% | +1.7% | +9.5% | +8.2% |
| 7D | -14.9% | -0.7% | -14.2% | -13.9% |
| 30D | +28.4% | -1.0% | +29.5% | +30.4% |
| 3M | -71.3% | -0.3% | -70.9% | -71.1% |
| 6M | -76.4% | +7.3% | -83.7% | -79.0% |
| All | -76.4% | +7.0% | -83.4% | -79.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling