+5.1%
PTA vs SPY
+81.0%
-75.9%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.6% | -0.8% |
| 7D | -1.6% | -0.4% | -1.3% | -1.5% |
| 30D | -4.1% | -1.4% | -2.8% | -3.6% |
| 3M | -4.0% | +3.7% | -7.7% | -5.5% |
| 6M | -0.9% | +13.0% | -13.9% | -6.1% |
| YTD | -1.3% | +12.4% | -13.7% | -6.3% |
| 1Y | -7.3% | +18.5% | -25.8% | -14.0% |
| 3Y | +26.1% | +77.6% | -51.5% | -2.7% |
| 5Y | +5.1% | +81.7% | -76.6% | -20.4% |
| All | +5.1% | +81.0% | -75.9% | -20.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling