+619.8%
PPTA vs SPY
+76.5%
+543.2%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.7% |
| 7D | +1.2% | -0.4% | +1.5% | +1.7% |
| 30D | -0.5% | -1.4% | +0.9% | +1.7% |
| 3M | +9.3% | +3.7% | +5.6% | +4.9% |
| 6M | -24.5% | +13.0% | -37.5% | -34.0% |
| YTD | +2.3% | +12.4% | -10.1% | -9.6% |
| 1Y | +48.2% | +18.5% | +29.6% | +23.9% |
| All | +619.8% | +76.5% | +543.2% | +329.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling