+123.2%
PRTH vs SPY
+75.1%
+48.1%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | -0.4% |
| 7D | +0.5% | -2.7% | +3.2% | +4.5% |
| 30D | +1.3% | -5.4% | +6.7% | +10.2% |
| 3M | +46.5% | -4.1% | +50.6% | +56.3% |
| 6M | +49.8% | +0.7% | +49.1% | +47.1% |
| YTD | +44.6% | +8.7% | +35.9% | +25.0% |
| 1Y | +62.5% | +10.9% | +51.6% | +36.3% |
| 3Y | +123.2% | +75.0% | +48.2% | -46.0% |
| All | +123.2% | +75.1% | +48.1% | -46.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling