+36.4%
PRTA vs SPY
+582.2%
-545.8%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -16.4% |
| YTD | +2.8% | +13.5% | -10.7% | -14.1% |
| 1Y | +19.6% | +20.0% | -0.4% | -7.4% |
| 3Y | -82.2% | +77.2% | -159.4% | -92.3% |
| 5Y | -86.2% | +81.9% | -168.1% | -94.0% |
| 10Y | -81.2% | +314.1% | -395.2% | -97.7% |
| All | +36.4% | +582.2% | -545.8% | -88.4% |
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