+13.9%
PTA vs SPY
+150.8%
-136.9%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.2% |
| 7D | -0.5% | +0.1% | -0.6% | -0.6% |
| 30D | -1.8% | +0.1% | -1.8% | -1.8% |
| 3M | -4.1% | +2.0% | -6.1% | -4.9% |
| 6M | -2.2% | +13.0% | -15.2% | -6.9% |
| YTD | +0.2% | +13.5% | -13.4% | -4.9% |
| 1Y | -4.0% | +20.0% | -23.9% | -10.8% |
| 3Y | +27.4% | +77.2% | -49.8% | +1.0% |
| 5Y | +5.2% | +81.9% | -76.7% | -19.2% |
| All | +13.9% | +150.8% | -136.9% | -13.8% |
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