+95.4%
PRMB vs SPY
+2,945.2%
-2,849.8%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -4.4% | +9.8% | +8.5% |
| 7D | +13.8% | -4.7% | +18.5% | +17.3% |
| 30D | +15.2% | -5.9% | +21.2% | +19.8% |
| 3M | -12.1% | -4.5% | -7.5% | -9.5% |
| 6M | +10.4% | +1.8% | +8.6% | +8.5% |
| YTD | +37.6% | +8.3% | +29.3% | +29.4% |
| 1Y | 0.0% | +9.3% | -9.4% | -6.5% |
| 3Y | +63.6% | +74.9% | -11.3% | +7.6% |
| 5Y | +32.1% | +67.3% | -35.2% | -10.4% |
| 10Y | +112.7% | +311.6% | -198.8% | -22.6% |
| All | +95.4% | +2,945.2% | -2,849.8% | -88.9% |
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 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