-72.0%
PRME vs SPY
+117.4%
-189.5%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +1.3% | +8.9% | +7.6% |
| 7D | -13.5% | -0.9% | -12.6% | -11.7% |
| 30D | +19.1% | -2.4% | +21.5% | +26.4% |
| 3M | +31.9% | -1.2% | +33.1% | +37.6% |
| 6M | +32.7% | +3.3% | +29.4% | +27.8% |
| YTD | +23.9% | +12.3% | +11.6% | +2.6% |
| 1Y | +9.7% | +12.4% | -2.8% | -9.4% |
| 3Y | -36.8% | +78.8% | -115.6% | -74.0% |
| All | -72.0% | +117.4% | -189.5% | -91.0% |
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