+18.2%
PRNT vs SPY
+315.0%
-296.8%
-66.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.4% | +0.8% | +0.5% |
| 7D | -0.3% | +0.1% | -0.4% | -0.4% |
| 30D | -4.9% | -3.3% | -1.6% | -1.2% |
| 3M | -6.7% | -2.4% | -4.3% | -4.0% |
| 6M | +1.7% | +2.6% | -0.9% | -0.9% |
| YTD | +8.5% | +11.2% | -2.7% | -3.2% |
| 1Y | +8.5% | +13.4% | -4.9% | -5.3% |
| 3Y | +28.1% | +79.9% | -51.8% | -33.4% |
| 5Y | -36.9% | +72.2% | -109.1% | -65.1% |
| 10Y | +18.2% | +307.3% | -289.1% | -74.3% |
| All | +18.2% | +315.0% | -296.8% | -74.3% |
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