+317.5%
PRN vs SPY
+311.8%
+5.7%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.3% | -0.2% | -0.4% |
| 7D | +0.9% | -0.9% | +1.8% | +1.9% |
| 30D | -1.6% | -2.4% | +0.7% | +1.0% |
| 3M | -11.5% | -1.2% | -10.4% | -10.4% |
| 6M | -20.7% | +3.3% | -24.0% | -23.1% |
| YTD | +11.4% | +12.3% | -0.9% | -0.9% |
| 1Y | +11.1% | +12.4% | -1.3% | -1.0% |
| 3Y | +89.1% | +78.8% | +10.3% | +4.0% |
| 5Y | +66.4% | +75.2% | -8.7% | -6.2% |
| 10Y | +317.5% | +311.1% | +6.4% | -7.8% |
| All | +317.5% | +311.8% | +5.7% | -7.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling