+67.4%
PRMB vs SPY
+313.4%
-246.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.7% |
| 7D | -4.3% | +0.1% | -4.5% | -4.5% |
| 30D | -12.7% | +0.1% | -12.7% | -12.7% |
| 3M | -3.9% | +2.0% | -5.9% | -5.5% |
| 6M | -1.3% | +13.0% | -14.3% | -10.4% |
| YTD | +36.7% | +13.5% | +23.1% | +23.4% |
| 1Y | -10.4% | +20.0% | -30.4% | -22.5% |
| 3Y | +57.9% | +77.2% | -19.3% | -3.3% |
| 5Y | +40.6% | +81.9% | -41.3% | -16.5% |
| All | +67.4% | +313.4% | -246.1% | -54.1% |
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