+94.1%
PRMB vs SPY
+3,091.8%
-2,997.7%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -5.3% |
| 6M | -1.3% | +13.0% | -14.3% | -9.5% |
| YTD | +36.7% | +13.5% | +23.1% | +24.8% |
| 1Y | -10.4% | +20.0% | -30.4% | -21.2% |
| 3Y | +57.9% | +77.2% | -19.3% | +3.5% |
| 5Y | +40.6% | +81.9% | -41.3% | -9.8% |
| 10Y | +65.6% | +314.1% | -248.4% | -39.8% |
| All | +94.1% | +3,091.8% | -2,997.7% | -89.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling