+214.3%
PRPO vs SPY
+79.4%
+134.9%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.3% | +3.5% | +4.3% |
| 7D | +26.7% | -0.9% | +27.6% | +27.1% |
| 30D | +9.8% | -2.4% | +12.1% | +10.6% |
| 3M | +11.0% | -1.2% | +12.1% | +11.4% |
| 6M | -12.9% | +3.3% | -16.2% | -13.6% |
| YTD | +7.9% | +12.3% | -4.4% | +4.7% |
| 1Y | +22.8% | +12.4% | +10.4% | +19.2% |
| All | +214.3% | +79.4% | +134.9% | +252.0% |
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 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