-77.0%
PRZO vs SPY
+73.2%
-150.2%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.5% | +2.4% | +2.3% |
| 7D | +0.4% | +0.5% | -0.2% | -0.1% |
| 30D | +49.5% | -0.9% | +50.4% | +50.7% |
| 3M | +30.2% | +3.9% | +26.3% | +26.5% |
| 6M | -35.3% | +14.5% | -49.8% | -41.3% |
| YTD | +1.6% | +12.9% | -11.3% | -6.7% |
| 1Y | -38.2% | +19.4% | -57.6% | -44.5% |
| 3Y | -41.7% | +78.5% | -120.1% | -70.7% |
| All | -77.0% | +73.2% | -150.2% | -88.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling