-64.8%
PRT vs SPY
+75.1%
-139.9%
-67.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.3% | +4.9% | +5.2% |
| 7D | 0.0% | -2.7% | +2.7% | +0.3% |
| 30D | -19.3% | -5.4% | -13.9% | -18.8% |
| 3M | -34.9% | -4.1% | -30.8% | -34.6% |
| 6M | -43.9% | +0.7% | -44.6% | -44.1% |
| YTD | -45.6% | +8.7% | -54.3% | -46.6% |
| 1Y | -60.4% | +10.9% | -71.3% | -61.3% |
| 3Y | -64.8% | +75.0% | -139.8% | -65.1% |
| All | -64.8% | +75.1% | -139.9% | -65.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling