+327.1%
PRN vs SPY
+311.3%
+15.8%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.4% | +1.4% |
| 7D | +3.7% | +0.5% | +3.2% | +3.1% |
| 30D | -9.0% | -0.9% | -8.0% | -8.0% |
| 3M | -14.6% | +3.9% | -18.4% | -17.7% |
| 6M | +4.3% | +14.5% | -10.2% | -9.3% |
| YTD | +15.7% | +12.9% | +2.8% | +2.3% |
| 1Y | +23.4% | +19.4% | +4.0% | +3.3% |
| 3Y | +93.6% | +78.5% | +15.2% | +7.0% |
| 5Y | +99.6% | +81.8% | +17.8% | +8.4% |
| 10Y | +327.1% | +311.5% | +15.6% | +0.6% |
| All | +327.1% | +311.3% | +15.8% | +0.6% |
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 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