+92.3%
PTF vs SPY
+79.8%
+12.5%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.6% | -2.6% | -2.2% |
| 7D | +5.8% | -2.0% | +7.8% | +9.4% |
| 30D | -4.8% | -1.7% | -3.2% | -2.1% |
| 3M | -15.7% | +4.7% | -20.4% | -20.9% |
| 6M | +12.7% | +12.5% | +0.1% | -4.8% |
| YTD | +31.6% | +11.7% | +19.9% | +12.9% |
| 1Y | +41.6% | +17.5% | +24.1% | +13.6% |
| 3Y | +113.6% | +76.6% | +37.0% | -5.1% |
| 5Y | +92.3% | +82.0% | +10.2% | -11.9% |
| All | +92.3% | +79.8% | +12.5% | -11.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling