+1,140.7%
PTGX vs SPY
+307.6%
+833.1%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.6% |
| 7D | -2.4% | -2.0% | -0.5% | -0.5% |
| 30D | -2.1% | -1.7% | -0.5% | -0.5% |
| 3M | +37.2% | +4.7% | +32.5% | +30.7% |
| 6M | +49.6% | +12.5% | +37.1% | +32.7% |
| YTD | +66.2% | +11.7% | +54.5% | +48.2% |
| 1Y | +151.4% | +17.5% | +133.9% | +111.0% |
| 3Y | +662.0% | +76.6% | +585.4% | +296.9% |
| 5Y | +222.0% | +82.0% | +140.0% | +73.0% |
| 10Y | +1,070.6% | +317.1% | +753.5% | +217.3% |
| All | +1,140.7% | +307.6% | +833.1% | +243.4% |
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