-77.4%
PRZO vs SPY
+74.2%
-151.6%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -0.4% | -5.3% | -5.3% |
| 7D | -3.2% | +0.1% | -3.3% | -3.2% |
| 30D | +46.5% | +0.1% | +46.4% | +46.4% |
| 3M | +11.5% | +2.0% | +9.5% | +10.1% |
| 6M | -35.5% | +13.0% | -48.5% | -41.0% |
| YTD | -0.2% | +13.5% | -13.8% | -8.8% |
| 1Y | -39.8% | +20.0% | -59.7% | -46.2% |
| 3Y | -38.4% | +77.2% | -115.6% | -68.0% |
| All | -77.4% | +74.2% | -151.6% | -88.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling