-40.6%
PRT vs SPY
+20.8%
-61.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.8% | +1.3% |
| 7D | -0.8% | +0.1% | -0.9% | -0.8% |
| 30D | +0.1% | +0.1% | 0.0% | +0.1% |
| 3M | +7.9% | +2.0% | +5.9% | +8.8% |
| 6M | -35.6% | +13.0% | -48.6% | -33.4% |
| YTD | -18.3% | +13.5% | -31.8% | -15.6% |
| 1Y | -40.6% | +20.0% | -60.6% | -36.8% |
| All | -40.6% | +20.8% | -61.5% | -36.8% |
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