+10.7%
PTA vs SPY
+146.8%
-136.1%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.7% | -1.1% |
| 7D | -3.1% | -2.0% | -1.1% | -2.3% |
| 30D | -4.7% | -1.7% | -3.1% | -4.1% |
| 3M | -5.4% | +4.7% | -10.2% | -7.2% |
| 6M | -2.4% | +12.5% | -14.9% | -7.0% |
| YTD | -2.6% | +11.7% | -14.3% | -6.9% |
| 1Y | -8.4% | +17.5% | -25.8% | -14.2% |
| 3Y | +24.4% | +76.6% | -52.2% | -1.2% |
| 5Y | +3.8% | +82.0% | -78.2% | -19.8% |
| All | +10.7% | +146.8% | -136.1% | -15.6% |
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