+126.0%
PURR vs SPY
+9.2%
+116.8%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.3% | -0.4% |
| 7D | -19.9% | -2.7% | -17.2% | -12.8% |
| 30D | -24.9% | -5.4% | -19.5% | -8.9% |
| 3M | +32.2% | -4.1% | +36.3% | +54.0% |
| 6M | +27.4% | +0.7% | +26.7% | +29.0% |
| YTD | +147.6% | +8.7% | +138.9% | +121.8% |
| All | +126.0% | +9.2% | +116.8% | +102.8% |
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 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