-94.5%
PRTS vs SPY
+67.4%
-161.9%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +0.3% | +5.8% | +5.6% |
| 7D | +21.4% | -2.7% | +24.2% | +25.6% |
| 30D | -3.7% | -5.4% | +1.7% | +4.7% |
| 3M | +44.7% | -4.1% | +48.8% | +54.6% |
| 6M | -7.9% | +0.7% | -8.6% | -9.0% |
| YTD | +67.6% | +8.7% | +58.9% | +47.6% |
| 1Y | +33.0% | +10.9% | +22.1% | +13.3% |
| 3Y | -72.6% | +75.0% | -147.6% | -89.2% |
| All | -94.5% | +67.4% | -161.9% | -97.6% |
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