-79.5%
PRT vs SPY
+226.4%
-305.9%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.3% | -0.6% | -0.2% |
| 7D | +7.5% | -0.9% | +8.4% | +8.0% |
| 30D | -18.2% | -2.4% | -15.8% | -17.0% |
| 3M | -32.4% | -1.2% | -31.3% | -32.2% |
| 6M | -43.1% | +3.3% | -46.4% | -45.0% |
| YTD | -44.8% | +12.3% | -57.1% | -50.2% |
| 1Y | -58.8% | +12.4% | -71.2% | -62.8% |
| 3Y | -63.8% | +78.8% | -142.6% | -78.6% |
| 5Y | -67.0% | +75.2% | -142.2% | -80.5% |
| All | -79.5% | +226.4% | -305.9% | -93.5% |
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