+21.2%
PRTA vs SPY
+574.6%
-553.4%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.3% | +0.7% | +0.2% |
| 7D | +4.1% | -0.9% | +5.0% | +5.7% |
| 30D | +3.6% | -2.4% | +5.9% | +7.3% |
| 3M | -5.3% | -1.2% | -4.2% | -3.7% |
| 6M | -9.7% | +3.3% | -13.0% | -13.9% |
| YTD | -8.6% | +12.3% | -20.9% | -22.3% |
| 1Y | -16.7% | +12.4% | -29.1% | -29.4% |
| 3Y | -73.8% | +78.8% | -152.6% | -88.8% |
| 5Y | -84.6% | +75.2% | -159.7% | -92.9% |
| 10Y | -86.3% | +311.1% | -397.4% | -98.3% |
| All | +21.2% | +574.6% | -553.4% | -89.5% |
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 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