+468.7%
SPCX vs PR
+70.1%
+398.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +1.9% | +6.7% | +11.6% |
| 7D | -0.3% | -16.4% | +16.1% | -26.7% |
| 30D | -19.9% | -1.9% | -18.0% | -23.2% |
| 3M | +16.8% | +8.0% | +8.9% | +32.2% |
| 6M | +510.9% | +4.5% | +506.4% | +648.3% |
| YTD | +516.3% | +58.7% | +457.6% | +646.0% |
| 1Y | +421.3% | +75.8% | +345.4% | +530.3% |
| All | +468.7% | +70.1% | +398.6% | +595.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 10y: compounded portfolio wealth divided by compounded PR 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…
10y analysis · Full analysis span regression · 6 months rolling