+72.2%
SPY vs PR
+219.1%
-147.0%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.1% | +3.4% | +2.5% |
| 7D | +0.1% | -12.4% | +12.5% | +1.9% |
| 30D | -3.3% | -6.6% | +3.2% | -2.5% |
| 3M | -2.4% | +7.5% | -9.9% | -3.8% |
| 6M | +2.6% | +10.8% | -8.2% | +0.4% |
| YTD | +11.2% | +57.0% | -45.8% | +2.3% |
| 1Y | +13.4% | +67.9% | -54.5% | +3.1% |
| 3Y | +79.9% | +87.6% | -7.7% | +57.8% |
| 5Y | +72.2% | +220.4% | -148.2% | +34.3% |
| All | +72.2% | +219.1% | -147.0% | +34.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling