+671.4%
PTC vs SPY
+3,091.8%
-2,420.4%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.4% | -5.7% | -5.5% |
| 7D | -10.3% | +0.1% | -10.4% | -10.4% |
| 30D | +1.1% | +0.1% | +1.1% | +1.1% |
| 3M | +1.6% | +2.0% | -0.4% | -1.8% |
| 6M | -13.5% | +13.0% | -26.5% | -27.2% |
| YTD | -19.1% | +13.5% | -32.6% | -32.4% |
| 1Y | -33.9% | +20.0% | -53.8% | -48.6% |
| 3Y | -3.9% | +77.2% | -81.1% | -55.9% |
| 5Y | +6.0% | +81.9% | -75.8% | -53.1% |
| 10Y | +223.7% | +314.1% | -90.3% | -53.2% |
| All | +671.4% | +3,091.8% | -2,420.4% | -93.6% |
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