-100.0%
PRSO vs SPY
+308.5%
-408.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.4% | -2.3% | -2.3% |
| 7D | +5.7% | +3.3% | +2.4% | +2.2% |
| 30D | 0.0% | -2.7% | +2.7% | +3.7% |
| 3M | -46.4% | -1.7% | -44.6% | -44.9% |
| 6M | -64.4% | +3.1% | -67.5% | -65.0% |
| YTD | -57.5% | +11.9% | -69.4% | -61.8% |
| 1Y | -61.1% | +12.0% | -73.0% | -65.0% |
| 3Y | -95.6% | +78.2% | -173.8% | -97.6% |
| 5Y | -99.8% | +73.2% | -173.1% | -99.9% |
| All | -100.0% | +308.5% | -408.5% | -100.0% |
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