+312.9%
PRN vs SPY
+306.4%
+6.5%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.4% |
| 7D | -1.7% | -0.6% | -1.1% | -1.1% |
| 30D | -2.9% | -3.7% | +0.8% | +1.2% |
| 3M | -11.8% | -2.7% | -9.1% | -9.1% |
| 6M | -19.7% | +2.2% | -21.9% | -21.2% |
| YTD | +10.2% | +10.8% | -0.7% | -0.6% |
| 1Y | +7.5% | +11.2% | -3.7% | -3.1% |
| 3Y | +87.1% | +76.5% | +10.6% | +4.4% |
| 5Y | +66.7% | +72.9% | -6.3% | -4.7% |
| All | +312.9% | +306.4% | +6.5% | -7.4% |
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