+182.9%
PRIM vs SPY
+72.1%
+110.8%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.4% | -2.8% | -2.7% |
| 7D | +6.0% | +2.6% | +3.4% | +2.8% |
| 30D | -11.2% | -2.0% | -9.2% | -8.4% |
| 3M | -14.2% | -2.8% | -11.4% | -10.6% |
| 6M | -38.5% | +2.1% | -40.7% | -38.9% |
| YTD | -44.0% | +11.5% | -55.5% | -50.5% |
| 1Y | -40.3% | +13.5% | -53.8% | -48.1% |
| 3Y | +132.4% | +77.7% | +54.7% | +30.4% |
| All | +182.9% | +72.1% | +110.8% | +62.0% |
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