-43.4%
PRTH vs SPY
+306.7%
-350.0%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.4% | +2.8% | +2.9% |
| 7D | +3.2% | +0.1% | +3.1% | +3.0% |
| 30D | -16.7% | +0.1% | -16.7% | -16.7% |
| 3M | -8.4% | +2.0% | -10.4% | -10.9% |
| 6M | -3.1% | +13.0% | -16.2% | -17.2% |
| YTD | +1.8% | +13.5% | -11.7% | -13.3% |
| 1Y | -29.5% | +20.0% | -49.4% | -43.3% |
| 3Y | +49.6% | +77.2% | -27.6% | -22.3% |
| 5Y | +3.2% | +81.9% | -78.7% | -48.5% |
| All | -43.4% | +306.7% | -350.0% | -83.3% |
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