+967.0%
PTC vs SPY
+2,954.7%
-1,987.7%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | -0.2% |
| 7D | -0.2% | -2.7% | +2.5% | +3.1% |
| 30D | +0.8% | -5.4% | +6.2% | +7.8% |
| 3M | +32.1% | -4.1% | +36.2% | +39.2% |
| 6M | +42.6% | +0.7% | +41.9% | +39.6% |
| YTD | +12.0% | +8.7% | +3.3% | -1.2% |
| 1Y | +12.2% | +10.9% | +1.3% | -3.7% |
| 3Y | +31.2% | +75.0% | -43.8% | -39.0% |
| 5Y | +54.9% | +67.8% | -12.9% | -24.0% |
| 10Y | +343.1% | +312.9% | +30.3% | -36.1% |
| All | +967.0% | +2,954.7% | -1,987.7% | -90.7% |
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