-87.3%
PRZO vs SPY
+71.6%
-158.9%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.4% | -6.0% | -6.0% |
| 7D | -4.6% | +3.3% | -7.9% | -7.4% |
| 30D | -19.3% | -2.7% | -16.6% | -17.0% |
| 3M | -26.2% | -1.7% | -24.4% | -24.8% |
| 6M | -16.8% | +3.1% | -19.8% | -17.9% |
| YTD | -43.9% | +11.9% | -55.8% | -47.9% |
| 1Y | -65.1% | +12.0% | -77.1% | -67.6% |
| 3Y | -60.6% | +78.2% | -138.8% | -77.9% |
| All | -87.3% | +71.6% | -158.9% | -93.4% |
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