+532.3%
PPT vs SPY
+3,034.0%
-2,501.6%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.5% |
| 7D | -2.7% | +2.6% | -5.3% | -3.3% |
| 30D | +3.0% | -2.0% | +5.0% | +3.5% |
| 3M | -3.2% | -2.8% | -0.5% | -2.6% |
| 6M | -1.0% | +2.1% | -3.1% | -1.7% |
| YTD | -0.1% | +11.5% | -11.6% | -3.1% |
| 1Y | -0.6% | +13.5% | -14.0% | -4.1% |
| 3Y | +24.5% | +77.7% | -53.2% | +5.7% |
| 5Y | +13.9% | +72.6% | -58.7% | -3.2% |
| 10Y | +51.2% | +308.2% | -256.9% | +1.9% |
| All | +532.3% | +3,034.0% | -2,501.6% | +174.5% |
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