+191.7%
PPTA vs SPY
+111.3%
+80.5%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.0% | -1.2% |
| 7D | -5.8% | -0.8% | -5.1% | -4.9% |
| 30D | -6.5% | -1.1% | -5.4% | -5.1% |
| 3M | +0.8% | +3.9% | -3.1% | -2.8% |
| 6M | -26.7% | +13.6% | -40.3% | -34.9% |
| YTD | -2.4% | +12.7% | -15.1% | -12.2% |
| 1Y | +37.3% | +17.5% | +19.8% | +18.7% |
| 3Y | +586.9% | +76.9% | +510.0% | +298.9% |
| 5Y | +369.8% | +83.6% | +286.2% | +158.8% |
| All | +191.7% | +111.3% | +80.5% | +33.6% |
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