-100.0%
PRSO vs SPY
+860.1%
-960.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | -4.4% | -8.1% | -8.4% |
| 7D | -20.5% | -4.7% | -15.7% | -16.4% |
| 30D | -22.2% | -5.9% | -16.3% | -17.3% |
| 3M | -50.7% | -4.5% | -46.2% | -48.2% |
| 6M | -65.0% | +1.8% | -66.8% | -65.0% |
| YTD | -59.8% | +8.3% | -68.1% | -62.3% |
| 1Y | -72.2% | +9.3% | -81.6% | -74.2% |
| 3Y | -94.2% | +74.9% | -169.0% | -96.4% |
| 5Y | -99.9% | +67.3% | -167.1% | -99.9% |
| 10Y | -100.0% | +311.6% | -411.6% | -100.0% |
| All | -100.0% | +860.1% | -960.1% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling