+58.2%
PRMB vs SPY
+11.9%
+46.3%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.1% | -0.1% |
| 7D | +16.9% | -0.6% | +17.5% | +16.5% |
| 30D | +24.9% | -3.7% | +28.6% | +26.9% |
| 3M | +2.9% | -2.7% | +5.7% | +3.9% |
| 6M | +4.7% | +2.2% | +2.5% | +2.1% |
| YTD | +49.5% | +10.8% | +38.7% | +35.4% |
| 1Y | +58.2% | +11.2% | +47.0% | +42.9% |
| All | +58.2% | +11.9% | +46.3% | +42.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling