-99.3%
PRPO vs SPY
+250.1%
-349.4%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.2% | 0.0% |
| 7D | +2.9% | -2.7% | +5.6% | +4.9% |
| 30D | -20.8% | -5.4% | -15.4% | -17.7% |
| 3M | -20.6% | -4.1% | -16.5% | -18.3% |
| 6M | -37.9% | +0.7% | -38.6% | -38.2% |
| YTD | -19.0% | +8.7% | -27.6% | -23.4% |
| 1Y | -8.2% | +10.9% | -19.1% | -14.5% |
| 3Y | +115.1% | +75.0% | +40.1% | +41.9% |
| 5Y | -60.2% | +67.8% | -128.0% | -72.9% |
| All | -99.3% | +250.1% | -349.4% | -99.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling