-94.4%
PRTS vs SPY
+74.6%
-169.0%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.3% | +1.7% | +1.0% |
| 7D | +11.8% | -0.9% | +12.7% | +12.6% |
| 30D | -0.8% | -2.4% | +1.5% | +2.5% |
| 3M | +35.9% | -1.2% | +37.0% | +38.1% |
| 6M | +8.9% | +3.3% | +5.6% | +3.3% |
| YTD | +72.0% | +12.3% | +59.7% | +43.8% |
| 1Y | +53.6% | +12.4% | +41.1% | +27.9% |
| 3Y | -72.1% | +78.8% | -150.9% | -89.4% |
| 5Y | -94.4% | +75.2% | -169.5% | -97.7% |
| All | -94.4% | +74.6% | -169.0% | -97.7% |
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 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