-25.7%
PRVA vs SPY
+81.8%
-107.4%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +1.1% |
| 7D | +0.7% | +0.5% | +0.1% | +0.1% |
| 30D | -7.4% | -0.9% | -6.5% | -6.6% |
| 3M | -2.9% | +3.9% | -6.8% | -7.0% |
| 6M | -10.7% | +14.5% | -25.2% | -23.0% |
| YTD | -12.4% | +12.9% | -25.3% | -23.3% |
| 1Y | -11.9% | +19.4% | -31.3% | -27.4% |
| 3Y | -18.2% | +78.5% | -96.6% | -58.8% |
| 5Y | -25.7% | +81.8% | -107.4% | -62.4% |
| All | -25.7% | +81.8% | -107.4% | -62.4% |
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 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