+7.7%
PTA vs SPY
+148.1%
-140.3%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.7% | -0.9% |
| 7D | -1.0% | -0.9% | -0.1% | -0.6% |
| 30D | +2.1% | -2.4% | +4.4% | +3.0% |
| 3M | -7.3% | -1.2% | -6.2% | -6.9% |
| 6M | -9.7% | +3.3% | -13.0% | -11.0% |
| YTD | -5.2% | +12.3% | -17.5% | -9.7% |
| 1Y | -8.2% | +12.4% | -20.6% | -12.5% |
| 3Y | +24.1% | +78.8% | -54.7% | -2.0% |
| 5Y | +2.4% | +75.2% | -72.8% | -20.9% |
| All | +7.7% | +148.1% | -140.3% | -18.1% |
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