-10.2%
PRVA vs SPY
+97.9%
-108.1%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.3% | +0.3% |
| 7D | -0.6% | +0.1% | -0.7% | -0.8% |
| 30D | -13.8% | +0.1% | -13.8% | -13.8% |
| 3M | -3.3% | +2.0% | -5.3% | -5.6% |
| 6M | -15.0% | +13.0% | -28.0% | -25.5% |
| YTD | -12.9% | +13.5% | -26.4% | -24.0% |
| 1Y | -10.6% | +20.0% | -30.6% | -26.5% |
| 3Y | -21.4% | +77.2% | -98.6% | -59.3% |
| 5Y | -35.5% | +81.9% | -117.4% | -67.0% |
| All | -10.2% | +97.9% | -108.1% | -55.2% |
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