-93.4%
PRTS vs SPY
+624.3%
-717.7%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -4.4% | +7.1% | +6.8% |
| 7D | -8.4% | -4.7% | -3.6% | -4.3% |
| 30D | -8.2% | -5.9% | -2.3% | -3.0% |
| 3M | +39.3% | -4.5% | +43.9% | +45.7% |
| 6M | -15.1% | +1.8% | -16.8% | -16.3% |
| YTD | +58.0% | +8.3% | +49.7% | +47.6% |
| 1Y | +21.5% | +9.3% | +12.2% | +12.6% |
| 3Y | -74.8% | +74.9% | -149.6% | -84.5% |
| 5Y | -94.9% | +67.3% | -162.2% | -96.6% |
| 10Y | -71.8% | +311.6% | -383.4% | -90.4% |
| All | -93.4% | +624.3% | -717.7% | -98.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling