-35.5%
PRME vs SPY
+79.4%
-114.9%
-88.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +1.3% | +8.9% | +7.3% |
| 7D | -13.5% | -0.9% | -12.6% | -11.6% |
| 30D | +19.1% | -2.4% | +21.5% | +27.2% |
| 3M | +31.9% | -1.2% | +33.1% | +38.2% |
| 6M | +32.7% | +3.3% | +29.4% | +27.0% |
| YTD | +23.9% | +12.3% | +11.6% | +0.1% |
| 1Y | +9.7% | +12.4% | -2.8% | -11.7% |
| All | -35.5% | +79.4% | -114.9% | -82.7% |
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