+145.8%
PRM vs SPY
+67.5%
+78.3%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.3% | +4.5% | +4.5% |
| 7D | +5.1% | -2.7% | +7.8% | +7.9% |
| 30D | +3.7% | -5.4% | +9.1% | +9.7% |
| 3M | -21.0% | -4.1% | -16.9% | -17.6% |
| 6M | +7.6% | +0.7% | +6.9% | +6.7% |
| YTD | +7.2% | +8.7% | -1.5% | -2.1% |
| 1Y | +20.7% | +10.9% | +9.8% | +8.1% |
| 3Y | +827.7% | +75.0% | +752.7% | +422.2% |
| All | +145.8% | +67.5% | +78.3% | +36.4% |
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