-48.9%
PTHS vs SPY
+57.3%
-106.1%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.4% | +1.3% |
| 7D | -1.1% | +0.5% | -1.6% | -1.7% |
| 30D | -13.4% | -0.9% | -12.5% | -12.7% |
| 3M | -6.7% | +3.9% | -10.5% | -10.8% |
| 6M | +6.2% | +14.5% | -8.3% | -8.9% |
| YTD | -20.8% | +12.9% | -33.7% | -31.2% |
| 1Y | -23.7% | +19.4% | -43.0% | -38.0% |
| All | -48.9% | +57.3% | -106.1% | -61.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling