-94.2%
PRTS vs SPY
+72.1%
-166.3%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.4% | +2.1% | +2.3% |
| 7D | +2.3% | +2.6% | -0.3% | -1.9% |
| 30D | +13.7% | -2.0% | +15.6% | +16.7% |
| 3M | +31.0% | -2.8% | +33.8% | +36.6% |
| 6M | +29.8% | +2.1% | +27.7% | +25.5% |
| YTD | +71.4% | +11.5% | +59.9% | +44.8% |
| 1Y | +58.7% | +13.5% | +45.2% | +30.8% |
| 3Y | -71.8% | +77.7% | -149.5% | -89.2% |
| All | -94.2% | +72.1% | -166.3% | -97.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling