-57.9%
PRZO vs SPY
+78.1%
-136.0%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -0.4% | -5.8% | -5.9% |
| 7D | -8.7% | +2.6% | -11.3% | -10.4% |
| 30D | -16.2% | -2.0% | -14.2% | -14.9% |
| 3M | -27.3% | -2.8% | -24.5% | -25.6% |
| 6M | -22.6% | +2.1% | -24.7% | -22.8% |
| YTD | -47.4% | +11.5% | -58.9% | -49.8% |
| 1Y | -65.7% | +13.5% | -79.1% | -67.4% |
| 3Y | -57.9% | +77.7% | -135.6% | -49.4% |
| All | -57.9% | +78.1% | -136.0% | -49.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling