+475.7%
PRI vs SPY
+311.3%
+164.3%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.2% | -1.2% |
| 7D | 0.0% | +0.5% | -0.6% | -0.6% |
| 30D | -9.3% | -0.9% | -8.4% | -8.4% |
| 3M | +10.8% | +3.9% | +6.9% | +5.9% |
| 6M | +13.8% | +14.5% | -0.7% | -2.7% |
| YTD | +13.8% | +12.9% | +0.9% | -1.2% |
| 1Y | +7.4% | +19.4% | -11.9% | -12.8% |
| 3Y | +50.5% | +78.5% | -28.0% | -23.5% |
| 5Y | +111.9% | +81.8% | +30.2% | +4.4% |
| 10Y | +475.7% | +311.5% | +164.1% | -3.1% |
| All | +475.7% | +311.3% | +164.3% | -3.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling