+1,107.8%
PTF vs SPY
+717.6%
+390.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.4% | +5.6% | +5.7% |
| 7D | +3.2% | +0.1% | +3.1% | +3.0% |
| 30D | -5.0% | +0.1% | -5.0% | -5.0% |
| 3M | -25.4% | +2.0% | -27.4% | -26.2% |
| 6M | +9.2% | +13.0% | -3.8% | -2.8% |
| YTD | +30.9% | +13.5% | +17.4% | +16.2% |
| 1Y | +48.8% | +20.0% | +28.8% | +25.5% |
| 3Y | +104.8% | +77.2% | +27.6% | +17.6% |
| 5Y | +84.7% | +81.9% | +2.8% | +6.9% |
| 10Y | +636.7% | +314.1% | +322.7% | +101.7% |
| All | +1,107.8% | +717.6% | +390.2% | +85.7% |
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