+7.0%
PTA vs SPY
+146.3%
-139.2%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +1.0% |
| 7D | -1.1% | +2.6% | -3.7% | -2.1% |
| 30D | +2.1% | -2.0% | +4.1% | +2.9% |
| 3M | -8.5% | -2.8% | -5.8% | -7.6% |
| 6M | -10.2% | +2.1% | -12.3% | -11.0% |
| YTD | -5.8% | +11.5% | -17.3% | -10.0% |
| 1Y | -6.7% | +13.5% | -20.2% | -11.4% |
| 3Y | +23.5% | +77.7% | -54.2% | -2.2% |
| 5Y | +1.8% | +72.6% | -70.8% | -21.1% |
| All | +7.0% | +146.3% | -139.2% | -18.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling