-66.3%
PRTS vs SPY
+311.8%
-378.0%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.3% | +1.7% | +1.5% |
| 7D | +11.8% | -0.9% | +12.7% | +12.5% |
| 30D | -0.8% | -2.4% | +1.5% | +1.7% |
| 3M | +35.9% | -1.2% | +37.0% | +37.7% |
| 6M | +8.9% | +3.3% | +5.6% | +4.9% |
| YTD | +72.0% | +12.3% | +59.7% | +51.2% |
| 1Y | +53.6% | +12.4% | +41.1% | +34.7% |
| 3Y | -72.1% | +78.8% | -150.9% | -85.4% |
| 5Y | -94.4% | +75.2% | -169.5% | -96.9% |
| 10Y | -66.3% | +311.1% | -377.4% | -88.0% |
| All | -66.3% | +311.8% | -378.0% | -88.0% |
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 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