-82.8%
PRTA vs SPY
+311.3%
-394.1%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.5% | -2.3% | -2.1% |
| 7D | -0.7% | +0.5% | -1.3% | -1.5% |
| 30D | +8.9% | -0.9% | +9.8% | +10.2% |
| 3M | +11.4% | +3.9% | +7.6% | +5.4% |
| 6M | -0.5% | +14.5% | -15.0% | -17.0% |
| YTD | -0.1% | +12.9% | -13.0% | -15.0% |
| 1Y | +12.4% | +19.4% | -7.0% | -11.0% |
| 3Y | -81.9% | +78.5% | -160.3% | -91.8% |
| 5Y | -86.6% | +81.8% | -168.4% | -93.9% |
| 10Y | -82.8% | +311.5% | -394.3% | -98.2% |
| All | -82.8% | +311.3% | -394.1% | -98.2% |
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