+32.6%
PRVS vs SPY
+27.0%
+5.7%
-17.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.4% | -0.4% | 0.0% |
| 7D | +0.9% | +0.1% | +0.8% | +0.8% |
| 30D | +0.8% | -3.3% | +4.1% | +3.7% |
| 3M | -1.9% | -2.4% | +0.5% | +0.1% |
| 6M | +7.9% | +2.6% | +5.3% | +5.3% |
| YTD | +17.5% | +11.2% | +6.2% | +6.9% |
| 1Y | +20.9% | +13.4% | +7.5% | +8.3% |
| All | +32.6% | +27.0% | +5.7% | +7.0% |
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