+289.0%
PTCT vs SPY
+482.3%
-193.3%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -0.9% |
| 7D | -5.8% | -0.6% | -5.3% | -5.3% |
| 30D | -0.9% | -3.7% | +2.8% | +3.8% |
| 3M | -14.1% | -2.7% | -11.3% | -11.2% |
| 6M | -13.0% | +2.2% | -15.1% | -15.8% |
| YTD | -15.6% | +10.8% | -26.4% | -26.0% |
| 1Y | -11.5% | +11.2% | -22.7% | -22.8% |
| 3Y | +246.0% | +76.5% | +169.5% | +71.1% |
| 5Y | +59.2% | +72.9% | -13.7% | -20.0% |
| 10Y | +969.0% | +304.8% | +664.2% | +31.9% |
| All | +289.0% | +482.3% | -193.3% | -64.1% |
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 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