-67.8%
PRTS vs SPY
+304.1%
-371.9%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.4% | +3.7% | +3.8% |
| 7D | +0.1% | -0.6% | +0.7% | +0.1% |
| 30D | -3.4% | -3.7% | +0.3% | +0.7% |
| 3M | +32.1% | -2.7% | +34.9% | +36.4% |
| 6M | -1.8% | +2.2% | -3.9% | -4.2% |
| YTD | +67.0% | +10.8% | +56.2% | +48.9% |
| 1Y | +32.5% | +11.2% | +21.3% | +17.6% |
| 3Y | -72.9% | +76.5% | -149.4% | -85.6% |
| 5Y | -94.4% | +72.9% | -167.3% | -96.9% |
| 10Y | -67.8% | +304.8% | -372.6% | -88.7% |
| All | -67.8% | +304.1% | -371.9% | -88.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling