+26.5%
PTA vs SPY
+78.7%
-52.2%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -0.9% |
| 7D | -1.0% | +0.5% | -1.6% | -1.3% |
| 30D | -3.7% | -0.9% | -2.7% | -3.3% |
| 3M | -4.1% | +3.9% | -8.0% | -5.7% |
| 6M | -1.5% | +14.5% | -16.0% | -7.1% |
| YTD | -0.9% | +12.9% | -13.9% | -6.1% |
| 1Y | -6.2% | +19.4% | -25.5% | -13.1% |
| 3Y | +26.5% | +78.5% | -52.0% | -4.7% |
| All | +26.5% | +78.7% | -52.2% | -4.7% |
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