-75.9%
PRME vs SPY
+119.9%
-195.8%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | +0.5% |
| 7D | +2.5% | +0.1% | +2.4% | +2.3% |
| 30D | +20.1% | +0.1% | +20.1% | +20.4% |
| 3M | +6.6% | +2.0% | +4.6% | +3.2% |
| 6M | -10.2% | +13.0% | -23.2% | -28.3% |
| YTD | +6.6% | +13.5% | -6.9% | -15.1% |
| 1Y | +8.8% | +20.0% | -11.1% | -21.4% |
| 3Y | -71.0% | +77.2% | -148.2% | -88.2% |
| All | -75.9% | +119.9% | -195.8% | -92.5% |
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