+8.8%
PRME vs SPY
+20.8%
-12.0%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-04 to 2026-09-04.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | +0.6% |
| 7D | +2.5% | +0.1% | +2.4% | +2.2% |
| 30D | +20.1% | +0.1% | +20.1% | +20.4% |
| 3M | +6.6% | +2.0% | +4.6% | +3.1% |
| 6M | -10.2% | +13.0% | -23.2% | -31.5% |
| YTD | +6.6% | +13.5% | -6.9% | -19.3% |
| 1Y | +8.8% | +20.0% | -11.1% | -9.4% |
| All | +8.8% | +20.8% | -12.0% | -9.4% |
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 2025-09-04 to 2026-09-04: 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…
2025-09-04 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling