+128.5%
PURR vs SPY
+11.8%
+116.7%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.4% | -1.3% | -6.4% |
| 7D | -8.2% | +0.1% | -8.3% | -9.2% |
| 30D | -19.8% | -3.3% | -16.5% | -9.4% |
| 3M | +30.8% | -2.4% | +33.3% | +44.0% |
| 6M | +32.8% | +2.6% | +30.2% | +26.6% |
| YTD | +150.3% | +11.2% | +139.0% | +107.6% |
| All | +128.5% | +11.8% | +116.7% | +89.8% |
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