+63.7%
PRMB vs SPY
+74.5%
-10.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -4.4% | +9.8% | +7.4% |
| 7D | +13.8% | -4.7% | +18.5% | +16.1% |
| 30D | +15.2% | -5.9% | +21.2% | +18.3% |
| 3M | -12.1% | -4.5% | -7.5% | -10.4% |
| 6M | +10.4% | +1.8% | +8.6% | +8.8% |
| YTD | +37.6% | +8.3% | +29.3% | +31.4% |
| 1Y | 0.0% | +9.3% | -9.4% | -4.9% |
| All | +63.7% | +74.5% | -10.8% | +16.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling