+285.0%
PTCT vs SPY
+485.7%
-200.7%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.6% |
| 7D | -3.0% | +2.6% | -5.6% | -6.0% |
| 30D | +6.4% | -2.0% | +8.4% | +9.1% |
| 3M | -11.8% | -2.8% | -9.0% | -8.8% |
| 6M | -13.6% | +2.1% | -15.7% | -16.4% |
| YTD | -16.4% | +11.5% | -27.9% | -27.2% |
| 1Y | -15.3% | +13.5% | -28.8% | -27.8% |
| 3Y | +242.6% | +77.7% | +164.9% | +68.0% |
| 5Y | +60.7% | +72.6% | -11.9% | -18.9% |
| 10Y | +461.9% | +308.2% | +153.7% | -31.3% |
| All | +285.0% | +485.7% | -200.7% | -64.7% |
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