+115.0%
PRMB vs SPY
+312.9%
-197.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.3% | +0.8% | +0.8% |
| 7D | +13.4% | -2.7% | +16.1% | +15.5% |
| 30D | +17.8% | -5.4% | +23.2% | +22.5% |
| 3M | -5.9% | -4.1% | -1.8% | -3.2% |
| 6M | +14.2% | +0.7% | +13.5% | +12.9% |
| YTD | +39.1% | +8.7% | +30.4% | +29.4% |
| 1Y | +29.4% | +10.9% | +18.5% | +18.4% |
| 3Y | +65.5% | +75.0% | -9.5% | +1.8% |
| 5Y | +33.5% | +67.8% | -34.3% | -15.5% |
| All | +115.0% | +312.9% | -197.8% | -48.0% |
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