-69.7%
PRT vs SPY
+230.0%
-299.7%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.8% | +1.7% |
| 7D | -0.8% | +0.1% | -0.9% | -0.9% |
| 30D | +0.1% | +0.1% | 0.0% | 0.0% |
| 3M | +7.9% | +2.0% | +5.9% | +5.8% |
| 6M | -35.6% | +13.0% | -48.6% | -41.9% |
| YTD | -18.3% | +13.5% | -31.8% | -26.5% |
| 1Y | -40.6% | +20.0% | -60.6% | -49.0% |
| 3Y | -54.3% | +77.2% | -131.5% | -72.6% |
| 5Y | -46.0% | +81.9% | -127.9% | -69.1% |
| All | -69.7% | +230.0% | -299.7% | -90.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling