-99.8%
PRSO vs SPY
+74.6%
-174.5%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +1.3% | +7.3% | +7.2% |
| 7D | -5.0% | -0.9% | -4.1% | -3.6% |
| 30D | 0.0% | -2.4% | +2.4% | +3.2% |
| 3M | -47.2% | -1.2% | -46.1% | -46.1% |
| 6M | -72.5% | +3.3% | -75.8% | -72.9% |
| YTD | -56.3% | +12.3% | -68.6% | -60.7% |
| 1Y | -62.4% | +12.4% | -74.8% | -66.1% |
| 3Y | -95.5% | +78.8% | -174.3% | -97.4% |
| 5Y | -99.8% | +75.2% | -175.0% | -99.9% |
| All | -99.8% | +74.6% | -174.5% | -99.9% |
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