-3.0%
PRS vs SPY
+67.4%
-70.3%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.5% | +0.7% |
| 7D | +2.8% | -2.7% | +5.5% | +3.4% |
| 30D | +2.8% | -5.4% | +8.2% | +4.1% |
| 3M | -4.2% | -4.1% | -0.2% | -3.4% |
| 6M | -10.3% | +0.7% | -11.0% | -10.5% |
| YTD | -11.0% | +8.7% | -19.6% | -12.8% |
| 1Y | -12.5% | +10.9% | -23.4% | -14.7% |
| 3Y | +1.8% | +75.0% | -73.2% | -12.1% |
| All | -3.0% | +67.4% | -70.3% | -17.9% |
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