+710.2%
PRN vs SPY
+682.5%
+27.7%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.2% | +0.2% |
| 7D | -4.6% | -2.7% | -1.9% | -1.9% |
| 30D | -6.1% | -5.4% | -0.7% | -0.5% |
| 3M | -16.4% | -4.1% | -12.4% | -12.7% |
| 6M | -25.8% | +0.7% | -26.5% | -25.9% |
| YTD | +5.7% | +8.7% | -3.0% | -2.1% |
| 1Y | +5.3% | +10.9% | -5.6% | -4.2% |
| 3Y | +83.4% | +75.0% | +8.4% | +5.3% |
| 5Y | +57.7% | +67.8% | -10.1% | -5.3% |
| 10Y | +318.8% | +312.9% | +5.9% | +1.7% |
| All | +710.2% | +682.5% | +27.7% | +5.8% |
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 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