+337.4%
SPY vs PR
+169.5%
+167.9%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.2% | -0.3% |
| 7D | +0.1% | +2.9% | -2.8% | -0.1% |
| 30D | +0.1% | +18.0% | -18.0% | -1.0% |
| 3M | +2.0% | +16.9% | -14.9% | +0.9% |
| 6M | +13.0% | +28.2% | -15.2% | +11.0% |
| YTD | +13.5% | +69.3% | -55.8% | +9.4% |
| 1Y | +20.0% | +69.5% | -49.5% | +15.5% |
| 3Y | +77.2% | +81.7% | -4.5% | +68.8% |
| 5Y | +81.9% | +422.2% | -340.4% | +62.0% |
| 10Y | +314.1% | +110.4% | +203.7% | +300.0% |
| All | +337.4% | +169.5% | +167.9% | +319.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling