+115.4%
PRMB vs SPY
+304.1%
-188.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.1% | 0.0% |
| 7D | +16.9% | -0.6% | +17.5% | +17.2% |
| 30D | +24.9% | -3.7% | +28.6% | +28.2% |
| 3M | +2.9% | -2.7% | +5.7% | +4.8% |
| 6M | +4.7% | +2.2% | +2.5% | +2.4% |
| YTD | +49.5% | +10.8% | +38.7% | +37.1% |
| 1Y | +58.2% | +11.2% | +47.0% | +44.5% |
| 3Y | +78.8% | +76.5% | +2.4% | +9.6% |
| 5Y | +44.4% | +72.9% | -28.5% | -10.7% |
| 10Y | +115.4% | +304.8% | -189.4% | -46.3% |
| All | +115.4% | +304.1% | -188.7% | -46.3% |
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