+78.7%
PRI vs SPY
+67.4%
+11.3%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.2% | +0.3% |
| 7D | +3.4% | -2.7% | +6.1% | +5.4% |
| 30D | +6.3% | -5.4% | +11.7% | +10.7% |
| 3M | -10.6% | -4.1% | -6.5% | -8.0% |
| 6M | +5.9% | +0.7% | +5.1% | +4.2% |
| YTD | +13.9% | +8.7% | +5.3% | +5.0% |
| 1Y | +18.1% | +10.9% | +7.2% | +6.8% |
| 3Y | +50.2% | +75.0% | -24.8% | -9.4% |
| All | +78.7% | +67.4% | +11.3% | +12.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling