-79.8%
PRT vs SPY
+225.2%
-305.1%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.1% |
| 7D | +5.2% | +3.3% | +1.9% | +2.8% |
| 30D | -17.9% | -2.7% | -15.3% | -16.5% |
| 3M | -33.4% | -1.7% | -31.6% | -32.8% |
| 6M | -43.9% | +3.1% | -47.0% | -45.7% |
| YTD | -45.6% | +11.9% | -57.5% | -50.7% |
| 1Y | -60.0% | +12.0% | -72.0% | -63.9% |
| 3Y | -64.3% | +78.2% | -142.5% | -78.8% |
| 5Y | -67.7% | +73.2% | -140.9% | -80.7% |
| All | -79.8% | +225.2% | -305.1% | -93.6% |
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