-79.5%
PRT vs SPY
+223.3%
-302.9%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.4% | -1.0% | -0.3% |
| 7D | +4.3% | +0.1% | +4.3% | +4.1% |
| 30D | -17.7% | -3.3% | -14.4% | -15.9% |
| 3M | -33.4% | -2.4% | -30.9% | -32.5% |
| 6M | -42.5% | +2.6% | -45.0% | -44.1% |
| YTD | -44.8% | +11.2% | -56.1% | -49.8% |
| 1Y | -59.9% | +13.4% | -73.3% | -64.1% |
| 3Y | -63.3% | +79.9% | -143.2% | -78.4% |
| 5Y | -67.5% | +72.2% | -139.7% | -80.5% |
| All | -79.5% | +223.3% | -302.9% | -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