+358.0%
PRI vs SPY
+308.5%
+49.5%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.9% | -0.9% |
| 7D | +1.0% | +3.3% | -2.3% | -2.4% |
| 30D | +5.3% | -2.7% | +7.9% | +7.9% |
| 3M | -5.7% | -1.7% | -3.9% | -4.4% |
| 6M | +7.5% | +3.1% | +4.4% | +2.8% |
| YTD | +14.5% | +11.9% | +2.6% | -0.2% |
| 1Y | +14.7% | +12.0% | +2.7% | -0.3% |
| 3Y | +48.5% | +78.2% | -29.7% | -24.7% |
| 5Y | +94.2% | +73.2% | +20.9% | +1.2% |
| All | +358.0% | +308.5% | +49.5% | -16.9% |
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