-83.3%
PTHS vs SPY
+55.8%
-139.1%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.5% | -0.4% | -14.1% | -14.1% |
| 7D | -13.7% | +3.3% | -16.9% | -16.5% |
| 30D | -60.4% | -2.7% | -57.7% | -58.7% |
| 3M | -72.2% | -1.7% | -70.5% | -71.3% |
| 6M | -70.5% | +3.1% | -73.6% | -71.1% |
| YTD | -74.1% | +11.9% | -86.0% | -76.9% |
| 1Y | -78.5% | +12.0% | -90.5% | -80.9% |
| All | -83.3% | +55.8% | -139.1% | -86.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling