+163.2%
PRM vs SPY
+71.5%
+91.7%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +2.4% | +4.7% | +4.5% |
| 7D | +12.5% | +0.1% | +12.5% | +12.2% |
| 30D | +13.8% | -3.3% | +17.1% | +17.8% |
| 3M | -10.4% | -2.4% | -8.0% | -8.1% |
| 6M | -0.6% | +2.6% | -3.2% | -3.3% |
| YTD | +14.7% | +11.2% | +3.5% | +2.4% |
| 1Y | +27.0% | +13.4% | +13.6% | +11.2% |
| 3Y | +880.7% | +79.9% | +800.8% | +437.2% |
| 5Y | +163.2% | +72.2% | +91.0% | +42.6% |
| All | +163.2% | +71.5% | +91.7% | +42.6% |
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