+9.5%
PTH vs SPY
+72.1%
-62.6%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -0.8% |
| 7D | -0.2% | +2.6% | -2.8% | -2.6% |
| 30D | +0.1% | -2.0% | +2.0% | +2.3% |
| 3M | -4.3% | -2.8% | -1.5% | -1.4% |
| 6M | +9.1% | +2.1% | +6.9% | +7.1% |
| YTD | +15.3% | +11.5% | +3.8% | +4.1% |
| 1Y | +24.2% | +13.5% | +10.7% | +10.2% |
| 3Y | +90.8% | +77.7% | +13.1% | +10.9% |
| All | +9.5% | +72.1% | -62.6% | -34.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling