+229.0%
PRIM vs SPY
+304.1%
-75.1%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.5% | -1.5% |
| 7D | -12.2% | -0.6% | -11.6% | -11.2% |
| 30D | -16.4% | -3.7% | -12.7% | -11.9% |
| 3M | -13.4% | -2.7% | -10.6% | -9.8% |
| 6M | -33.2% | +2.2% | -35.4% | -33.7% |
| YTD | -43.6% | +10.8% | -54.4% | -49.8% |
| 1Y | -45.7% | +11.2% | -56.9% | -51.8% |
| 3Y | +132.3% | +76.5% | +55.8% | +23.4% |
| 5Y | +172.3% | +72.9% | +99.3% | +47.2% |
| 10Y | +229.0% | +304.8% | -75.8% | -37.6% |
| All | +229.0% | +304.1% | -75.1% | -37.6% |
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