-72.6%
PRTS vs SPY
+75.1%
-147.7%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +0.3% | +5.8% | +5.7% |
| 7D | +21.4% | -2.7% | +24.2% | +24.8% |
| 30D | -3.7% | -5.4% | +1.7% | +3.3% |
| 3M | +44.7% | -4.1% | +48.8% | +53.0% |
| 6M | -7.9% | +0.7% | -8.6% | -8.6% |
| YTD | +67.6% | +8.7% | +58.9% | +51.4% |
| 1Y | +33.0% | +10.9% | +22.1% | +16.9% |
| 3Y | -72.6% | +75.0% | -147.6% | -90.7% |
| All | -72.6% | +75.1% | -147.7% | -90.7% |
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