+11.6%
PRNT vs SPY
+308.5%
-296.9%
-66.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.4% | -1.9% | -1.9% |
| 7D | -1.0% | +3.3% | -4.3% | -4.6% |
| 30D | -8.2% | -2.7% | -5.5% | -5.3% |
| 3M | -10.6% | -1.7% | -8.9% | -8.8% |
| 6M | -3.3% | +3.1% | -6.3% | -6.3% |
| YTD | +3.9% | +11.9% | -8.0% | -8.0% |
| 1Y | +2.6% | +12.0% | -9.4% | -9.2% |
| 3Y | +22.0% | +78.2% | -56.2% | -35.9% |
| 5Y | -38.2% | +73.2% | -111.4% | -66.0% |
| All | +11.6% | +308.5% | -296.9% | -76.2% |
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