+633.7%
PTH vs SPY
+705.7%
-72.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.4% | -2.6% | -2.6% |
| 7D | +3.1% | +3.3% | -0.2% | +0.2% |
| 30D | +1.4% | -2.7% | +4.0% | +4.1% |
| 3M | -4.0% | -1.7% | -2.3% | -2.3% |
| 6M | +11.7% | +3.1% | +8.6% | +9.0% |
| YTD | +16.7% | +11.9% | +4.8% | +5.9% |
| 1Y | +22.6% | +12.0% | +10.6% | +11.1% |
| 3Y | +95.0% | +78.2% | +16.8% | +17.5% |
| 5Y | +10.2% | +73.2% | -63.0% | -32.0% |
| 10Y | +260.9% | +309.6% | -48.8% | +8.8% |
| All | +633.7% | +705.7% | -72.0% | +23.4% |
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