-19.7%
PRTH vs SPY
+288.0%
-307.7%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.4% | +3.8% | +4.9% |
| 7D | +0.3% | -4.7% | +5.0% | +6.2% |
| 30D | +1.2% | -5.9% | +7.1% | +8.8% |
| 3M | +18.2% | -4.5% | +22.7% | +25.3% |
| 6M | +50.5% | +1.8% | +48.7% | +46.8% |
| YTD | +44.4% | +8.3% | +36.1% | +30.5% |
| 1Y | +13.4% | +9.3% | +4.1% | +2.2% |
| 3Y | +117.4% | +74.9% | +42.6% | +15.3% |
| 5Y | +26.1% | +67.3% | -41.1% | -30.0% |
| All | -19.7% | +288.0% | -307.7% | -74.9% |
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