+22.1%
PRTS vs SPY
+14.6%
+7.4%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | +1.7% | -9.4% | -10.1% |
| 7D | -6.1% | -0.7% | -5.4% | -4.7% |
| 30D | -9.7% | -1.0% | -8.7% | -7.9% |
| 3M | +38.6% | -0.3% | +38.9% | +40.4% |
| 6M | -18.2% | +7.3% | -25.5% | -24.5% |
| YTD | +53.8% | +13.3% | +40.5% | +34.4% |
| 1Y | +22.1% | +14.8% | +7.3% | +4.9% |
| All | +22.1% | +14.6% | +7.4% | +4.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling