-100.0%
PRSO vs SPY
+312.9%
-412.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | -0.3% |
| 7D | -12.5% | -2.7% | -9.8% | -9.5% |
| 30D | -22.2% | -5.4% | -16.8% | -17.0% |
| 3M | -51.4% | -4.1% | -47.3% | -48.8% |
| 6M | -63.9% | +0.7% | -64.6% | -63.5% |
| YTD | -59.8% | +8.7% | -68.4% | -62.8% |
| 1Y | -69.8% | +10.9% | -80.7% | -72.7% |
| 3Y | -93.8% | +75.0% | -168.7% | -96.5% |
| 5Y | -99.9% | +67.8% | -167.6% | -99.9% |
| All | -100.0% | +312.9% | -412.8% | -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