-86.3%
PRTA vs SPY
+82.0%
-168.4%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.4% | +2.7% | +2.8% |
| 7D | +5.3% | +0.1% | +5.1% | +5.0% |
| 30D | +15.7% | +0.1% | +15.6% | +15.5% |
| 3M | +6.2% | +2.0% | +4.2% | +2.7% |
| 6M | -0.4% | +13.0% | -13.4% | -16.7% |
| YTD | +2.8% | +13.5% | -10.7% | -14.5% |
| 1Y | +19.6% | +20.0% | -0.4% | -8.0% |
| 3Y | -82.2% | +77.2% | -159.4% | -92.8% |
| All | -86.3% | +82.0% | -168.4% | -94.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling