-8.2%
PRPO vs SPY
+9.9%
-18.1%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.2% | 0.0% |
| 7D | +2.9% | -2.7% | +5.6% | +4.7% |
| 30D | -20.8% | -5.4% | -15.4% | -18.4% |
| 3M | -20.6% | -4.1% | -16.5% | -18.6% |
| 6M | -37.9% | +0.7% | -38.6% | -37.5% |
| YTD | -19.0% | +8.7% | -27.6% | -21.6% |
| 1Y | -8.2% | +10.9% | -19.1% | -9.7% |
| All | -8.2% | +9.9% | -18.1% | -9.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling