-73.4%
PRTS vs SPY
+78.0%
-151.4%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +2.4% | -5.9% | -6.5% |
| 7D | +8.5% | +0.1% | +8.4% | +7.4% |
| 30D | -6.5% | -3.3% | -3.2% | -2.5% |
| 3M | +19.7% | -2.4% | +22.1% | +23.5% |
| 6M | -4.9% | +2.6% | -7.5% | -7.9% |
| YTD | +61.6% | +11.2% | +50.4% | +41.5% |
| 1Y | +30.3% | +13.4% | +16.9% | +11.1% |
| 3Y | -73.4% | +79.9% | -153.3% | -91.7% |
| All | -73.4% | +78.0% | -151.4% | -91.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling