-100.0%
PRSO vs SPY
+304.1%
-404.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.4% | -2.4% | -2.4% |
| 7D | -12.5% | -0.6% | -11.9% | -11.6% |
| 30D | -12.5% | -3.7% | -8.8% | -8.4% |
| 3M | -50.7% | -2.7% | -48.0% | -48.8% |
| 6M | -64.6% | +2.2% | -66.8% | -64.9% |
| YTD | -59.8% | +10.8% | -70.6% | -63.6% |
| 1Y | -66.3% | +11.2% | -77.6% | -69.5% |
| 3Y | -95.8% | +76.5% | -172.3% | -97.7% |
| 5Y | -99.8% | +72.9% | -172.8% | -99.9% |
| 10Y | -100.0% | +304.8% | -404.8% | -100.0% |
| All | -100.0% | +304.1% | -404.1% | -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