+6.4%
PTBD vs SPY
+182.7%
-176.2%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.6% | +0.1% |
| 7D | -0.4% | +0.5% | -0.9% | -0.4% |
| 30D | -0.3% | -0.9% | +0.6% | -0.2% |
| 3M | +0.9% | +3.9% | -3.0% | +0.5% |
| 6M | +1.9% | +14.5% | -12.7% | +0.8% |
| YTD | +1.6% | +12.9% | -11.4% | +0.6% |
| 1Y | +1.1% | +19.4% | -18.2% | -0.2% |
| 3Y | +15.0% | +78.5% | -63.4% | +10.2% |
| 5Y | -7.3% | +81.8% | -89.0% | -12.3% |
| All | +6.4% | +182.7% | -176.2% | +9.1% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling