-92.2%
PRTS vs SPY
+659.2%
-751.4%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | -0.4% | +11.6% | +11.6% |
| 7D | +27.9% | +0.1% | +27.8% | +27.8% |
| 30D | +64.0% | +0.1% | +64.0% | +64.2% |
| 3M | +46.2% | +2.0% | +44.2% | +43.9% |
| 6M | +13.4% | +13.0% | +0.4% | +1.6% |
| YTD | +86.0% | +13.5% | +72.5% | +66.3% |
| 1Y | -15.5% | +20.0% | -35.4% | -28.0% |
| 3Y | -80.6% | +77.2% | -157.8% | -88.2% |
| 5Y | -94.7% | +81.9% | -176.5% | -96.7% |
| 10Y | -75.1% | +314.1% | -389.1% | -91.6% |
| All | -92.2% | +659.2% | -751.4% | -98.1% |
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