+0.7%
PRQR vs SPY
+78.1%
-77.4%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.4% | +4.0% | +4.1% |
| 7D | +4.4% | +2.6% | +1.8% | +1.1% |
| 30D | -4.1% | -2.0% | -2.1% | -1.5% |
| 3M | -23.8% | -2.8% | -21.0% | -21.0% |
| 6M | -17.1% | +2.1% | -19.2% | -18.8% |
| YTD | -30.2% | +11.5% | -41.7% | -38.0% |
| 1Y | -34.7% | +13.5% | -48.2% | -43.0% |
| 3Y | +0.7% | +77.7% | -77.0% | -31.5% |
| All | +0.7% | +78.1% | -77.4% | -31.5% |
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