-91.1%
PRQR vs SPY
+356.6%
-447.7%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -0.4% | -4.7% | -4.7% |
| 7D | -4.4% | -0.6% | -3.8% | -3.7% |
| 30D | -19.6% | -3.7% | -16.0% | -16.2% |
| 3M | -27.6% | -2.7% | -24.9% | -25.4% |
| 6M | -17.1% | +2.2% | -19.3% | -18.3% |
| YTD | -35.1% | +10.8% | -46.0% | -40.8% |
| 1Y | -39.4% | +11.2% | -50.6% | -44.8% |
| 3Y | -3.7% | +76.5% | -80.2% | -43.8% |
| 5Y | -83.6% | +72.9% | -156.6% | -89.7% |
| 10Y | -72.1% | +304.8% | -376.9% | -93.3% |
| All | -91.1% | +356.6% | -447.7% | -98.1% |
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