+286.3%
PTH vs SPY
+311.3%
-25.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.5% | +1.5% |
| 7D | +1.3% | +0.5% | +0.7% | +0.7% |
| 30D | +2.3% | -0.9% | +3.2% | +3.2% |
| 3M | +26.1% | +3.9% | +22.2% | +21.3% |
| 6M | +28.6% | +14.5% | +14.1% | +12.3% |
| YTD | +24.2% | +12.9% | +11.3% | +9.9% |
| 1Y | +56.3% | +19.4% | +36.9% | +30.7% |
| 3Y | +74.2% | +78.5% | -4.2% | -2.7% |
| 5Y | +10.2% | +81.8% | -71.6% | -39.8% |
| 10Y | +286.3% | +311.5% | -25.2% | -19.2% |
| All | +286.3% | +311.3% | -25.0% | -19.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling