+697.3%
PTCT vs SPY
+318.9%
+378.4%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | +0.3% |
| 7D | -5.6% | -2.0% | -3.7% | -3.6% |
| 30D | -8.6% | -1.7% | -6.9% | -7.0% |
| 3M | -8.2% | +4.7% | -12.9% | -12.9% |
| 6M | -1.7% | +12.5% | -14.2% | -13.7% |
| YTD | -11.3% | +11.7% | -23.0% | -21.6% |
| 1Y | +15.5% | +17.5% | -2.0% | -3.4% |
| 3Y | +64.4% | +76.6% | -12.1% | -10.2% |
| 5Y | +61.2% | +82.0% | -20.9% | -15.7% |
| All | +697.3% | +318.9% | +378.4% | +19.2% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling