+156.0%
PRM vs SPY
+70.8%
+85.2%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.4% | -2.4% | -2.3% |
| 7D | +7.6% | -0.6% | +8.2% | +8.1% |
| 30D | +10.7% | -3.7% | +14.4% | +15.0% |
| 3M | -11.1% | -2.7% | -8.3% | -8.4% |
| 6M | -3.3% | +2.2% | -5.5% | -5.6% |
| YTD | +11.6% | +10.8% | +0.8% | 0.0% |
| 1Y | +19.9% | +11.2% | +8.6% | +7.0% |
| 3Y | +808.9% | +76.5% | +732.4% | +407.1% |
| 5Y | +149.1% | +72.9% | +76.2% | +34.7% |
| All | +156.0% | +70.8% | +85.2% | +39.3% |
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