+24.8%
PTH vs SPY
+9.9%
+15.0%
-12.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.3% | +1.8% | +1.7% |
| 7D | -3.9% | -2.7% | -1.2% | -0.8% |
| 30D | -0.5% | -5.4% | +4.9% | +5.9% |
| 3M | -2.5% | -4.1% | +1.6% | +2.3% |
| 6M | +8.9% | +0.7% | +8.2% | +8.3% |
| YTD | +15.6% | +8.7% | +6.9% | +4.3% |
| 1Y | +24.8% | +10.9% | +14.0% | +10.0% |
| All | +24.8% | +9.9% | +15.0% | +10.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling