-11.2%
PRVA vs SPY
+96.4%
-107.6%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.6% | -0.6% |
| 7D | -1.2% | -0.8% | -0.4% | -0.4% |
| 30D | -5.2% | -1.1% | -4.1% | -4.2% |
| 3M | -12.6% | +3.9% | -16.4% | -16.1% |
| 6M | -7.5% | +13.6% | -21.1% | -19.4% |
| YTD | -13.9% | +12.7% | -26.6% | -24.3% |
| 1Y | -10.9% | +17.5% | -28.4% | -25.1% |
| 3Y | -20.3% | +76.9% | -97.2% | -58.7% |
| 5Y | -30.7% | +83.6% | -114.3% | -64.5% |
| All | -11.2% | +96.4% | -107.6% | -55.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling