-37.2%
PRZO vs SPY
+17.2%
-54.5%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.6% | -5.4% | -4.5% |
| 7D | -7.5% | -2.0% | -5.6% | -2.8% |
| 30D | +33.7% | -1.7% | +35.4% | +39.1% |
| 3M | +38.4% | +4.7% | +33.6% | +23.9% |
| 6M | -33.0% | +12.5% | -45.5% | -48.3% |
| YTD | -2.2% | +11.7% | -13.9% | -23.6% |
| 1Y | -37.2% | +17.5% | -54.7% | -62.9% |
| All | -37.2% | +17.2% | -54.5% | -62.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling