-57.6%
PRPO vs SPY
+82.0%
-139.6%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.4% | +5.3% | +5.1% |
| 7D | -5.0% | +0.1% | -5.1% | -5.1% |
| 30D | +16.7% | +0.1% | +16.6% | +16.6% |
| 3M | +17.3% | +2.0% | +15.3% | +15.7% |
| 6M | +2.1% | +13.0% | -10.9% | -5.5% |
| YTD | +19.2% | +13.5% | +5.7% | +9.9% |
| 1Y | +70.2% | +20.0% | +50.2% | +51.2% |
| 3Y | +311.4% | +77.2% | +234.2% | +166.4% |
| All | -57.6% | +82.0% | -139.6% | -70.6% |
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