-70.5%
PRTS vs SPY
+312.9%
-383.3%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +0.3% | +5.8% | +5.7% |
| 7D | +21.4% | -2.7% | +24.2% | +24.6% |
| 30D | -3.7% | -5.4% | +1.7% | +2.6% |
| 3M | +44.7% | -4.1% | +48.8% | +52.2% |
| 6M | -7.9% | +0.7% | -8.6% | -8.5% |
| YTD | +67.6% | +8.7% | +58.9% | +53.1% |
| 1Y | +33.0% | +10.9% | +22.1% | +18.7% |
| 3Y | -72.6% | +75.0% | -147.6% | -85.3% |
| 5Y | -94.6% | +67.8% | -162.4% | -96.9% |
| All | -70.5% | +312.9% | -383.3% | -88.4% |
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