+30.3%
PRNT vs SPY
+318.2%
-287.9%
-66.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | +0.1% |
| 7D | -2.5% | +0.1% | -2.6% | -2.6% |
| 30D | -2.4% | +0.1% | -2.4% | -2.4% |
| 3M | -0.4% | +2.0% | -2.4% | -2.6% |
| 6M | +12.0% | +13.0% | -1.0% | -2.0% |
| YTD | +12.1% | +13.5% | -1.4% | -2.4% |
| 1Y | +13.1% | +20.0% | -6.9% | -7.3% |
| 3Y | +14.9% | +77.2% | -62.3% | -39.2% |
| 5Y | -36.5% | +81.9% | -118.4% | -66.9% |
| 10Y | +23.8% | +314.1% | -290.2% | -73.1% |
| All | +30.3% | +318.2% | -287.9% | -72.0% |
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