-69.6%
PRQR vs SPY
+82.8%
-152.4%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.5% |
| 7D | -9.6% | +0.1% | -9.7% | -9.7% |
| 30D | +5.1% | +0.1% | +5.0% | +4.8% |
| 3M | +35.3% | +2.0% | +33.3% | +32.6% |
| 6M | +21.8% | +13.0% | +8.8% | +7.8% |
| YTD | +2.5% | +13.5% | -11.1% | -9.8% |
| 1Y | -13.4% | +20.0% | -33.4% | -27.7% |
| 3Y | +30.2% | +77.2% | -47.0% | -24.7% |
| All | -69.6% | +82.8% | -152.4% | -77.2% |
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