-49.9%
PRPO vs SPY
+74.0%
-123.9%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -0.4% | -5.9% | -6.0% |
| 7D | +25.1% | +3.3% | +21.8% | +22.8% |
| 30D | +2.9% | -2.7% | +5.6% | +5.0% |
| 3M | +3.1% | -1.7% | +4.9% | +4.5% |
| 6M | -18.9% | +3.1% | -22.0% | -20.3% |
| YTD | +1.2% | +11.9% | -10.7% | -5.5% |
| 1Y | +16.3% | +12.0% | +4.3% | +8.5% |
| 3Y | +184.0% | +78.2% | +105.8% | +84.1% |
| 5Y | -49.9% | +73.2% | -123.1% | -62.0% |
| All | -49.9% | +74.0% | -123.9% | -62.0% |
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 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