+1,036.9%
PTF vs SPY
+702.8%
+334.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.5% | -1.5% |
| 7D | +5.1% | +2.6% | +2.5% | +2.2% |
| 30D | -10.6% | -2.0% | -8.7% | -8.2% |
| 3M | -15.1% | -2.8% | -12.3% | -11.8% |
| 6M | -23.0% | +2.1% | -25.1% | -23.3% |
| YTD | +23.3% | +11.5% | +11.8% | +12.4% |
| 1Y | +27.2% | +13.5% | +13.7% | +14.2% |
| 3Y | +110.9% | +77.7% | +33.2% | +21.4% |
| 5Y | +56.2% | +72.6% | -16.4% | -4.2% |
| 10Y | +611.1% | +308.2% | +303.0% | +99.2% |
| All | +1,036.9% | +702.8% | +334.1% | +79.6% |
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