-25.8%
PTHS vs SPY
+18.8%
-44.6%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.5% | -4.1% | -4.5% |
| 7D | -6.4% | -0.4% | -6.1% | -6.3% |
| 30D | -19.2% | -1.4% | -17.9% | -18.9% |
| 3M | -12.9% | +3.7% | -16.6% | -14.6% |
| 6M | +1.6% | +13.0% | -11.4% | -5.7% |
| YTD | -24.5% | +12.4% | -36.8% | -29.8% |
| 1Y | -25.8% | +18.5% | -44.3% | -31.8% |
| All | -25.8% | +18.8% | -44.6% | -31.8% |
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