-69.7%
PRME vs SPY
+110.4%
-180.2%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.3% | +4.2% | +3.9% |
| 7D | -1.5% | -2.7% | +1.2% | +4.8% |
| 30D | +19.2% | -5.4% | +24.6% | +35.5% |
| 3M | +57.6% | -4.1% | +61.7% | +75.2% |
| 6M | +36.4% | +0.7% | +35.7% | +38.7% |
| YTD | +34.0% | +8.7% | +25.3% | +18.8% |
| 1Y | +11.2% | +10.9% | +0.4% | -5.3% |
| 3Y | -40.1% | +75.0% | -115.1% | -74.0% |
| All | -69.7% | +110.4% | -180.2% | -89.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling