-88.1%
PRZO vs SPY
+71.0%
-159.1%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -0.4% | -5.9% | -5.9% |
| 7D | -8.8% | +2.6% | -11.4% | -10.9% |
| 30D | -16.3% | -2.0% | -14.3% | -14.6% |
| 3M | -27.4% | -2.8% | -24.6% | -25.3% |
| 6M | -22.7% | +2.1% | -24.8% | -23.1% |
| YTD | -47.4% | +11.5% | -58.9% | -51.0% |
| 1Y | -65.7% | +13.5% | -79.2% | -68.3% |
| 3Y | -58.0% | +77.7% | -135.7% | -76.5% |
| All | -88.1% | +71.0% | -159.1% | -93.8% |
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