+673.5%
PTH vs SPY
+717.6%
-44.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | 0.0% |
| 7D | +0.1% | +0.1% | 0.0% | 0.0% |
| 30D | +1.7% | +0.1% | +1.7% | +1.7% |
| 3M | +22.5% | +2.0% | +20.5% | +20.3% |
| 6M | +24.1% | +13.0% | +11.1% | +11.4% |
| YTD | +23.0% | +13.5% | +9.5% | +9.9% |
| 1Y | +57.0% | +20.0% | +37.1% | +33.6% |
| 3Y | +68.4% | +77.2% | -8.8% | +1.7% |
| 5Y | +7.9% | +81.9% | -74.0% | -36.4% |
| 10Y | +290.4% | +314.1% | -23.6% | +16.5% |
| All | +673.5% | +717.6% | -44.1% | +28.1% |
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