-63.6%
PRQR vs SPY
+312.5%
-376.1%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.5% | -2.5% | -2.5% |
| 7D | -7.4% | -0.4% | -7.1% | -7.1% |
| 30D | +9.9% | -1.4% | +11.3% | +11.3% |
| 3M | +35.4% | +3.7% | +31.7% | +31.0% |
| 6M | +5.3% | +13.0% | -7.7% | -5.4% |
| YTD | -1.5% | +12.4% | -13.9% | -11.2% |
| 1Y | -14.6% | +18.5% | -33.1% | -26.7% |
| 3Y | +29.2% | +77.6% | -48.4% | -23.0% |
| 5Y | -74.0% | +81.7% | -155.7% | -83.9% |
| 10Y | -63.6% | +319.7% | -383.3% | -91.3% |
| All | -63.6% | +312.5% | -376.1% | -91.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling