-63.5%
PRSO vs SPY
+12.1%
-75.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.2% | -0.4% | -15.9% | -15.9% |
| 7D | -11.4% | +2.6% | -14.0% | -13.1% |
| 30D | -13.9% | -2.0% | -11.9% | -12.2% |
| 3M | -55.1% | -2.8% | -52.3% | -54.2% |
| 6M | -68.4% | +2.1% | -70.5% | -67.8% |
| YTD | -64.4% | +11.5% | -75.9% | -62.3% |
| 1Y | -63.5% | +13.5% | -77.0% | -62.0% |
| All | -63.5% | +12.1% | -75.6% | -62.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling