+203.4%
PTC vs SPY
+311.3%
-107.9%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.5% | -5.0% | -4.9% |
| 7D | -12.8% | +0.5% | -13.3% | -13.3% |
| 30D | -9.8% | -0.9% | -8.8% | -8.8% |
| 3M | -2.1% | +3.9% | -5.9% | -6.5% |
| 6M | -18.1% | +14.5% | -32.6% | -30.2% |
| YTD | -23.5% | +12.9% | -36.4% | -33.7% |
| 1Y | -37.4% | +19.4% | -56.7% | -49.0% |
| 3Y | -7.2% | +78.5% | -85.7% | -52.3% |
| 5Y | +2.7% | +81.8% | -79.1% | -47.9% |
| 10Y | +203.4% | +311.5% | -108.1% | -41.2% |
| All | +203.4% | +311.3% | -107.9% | -41.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling