-70.8%
PTHS vs SPY
+14.6%
-85.4%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +1.7% | -7.5% | -7.0% |
| 7D | -35.5% | -0.7% | -34.8% | -34.5% |
| 30D | -50.5% | -1.0% | -49.5% | -49.6% |
| 3M | -62.0% | -0.3% | -61.6% | -61.5% |
| 6M | -59.1% | +7.3% | -66.4% | -60.0% |
| YTD | -67.3% | +13.3% | -80.6% | -69.3% |
| 1Y | -70.8% | +14.8% | -85.6% | -73.5% |
| All | -70.8% | +14.6% | -85.4% | -73.5% |
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