-49.3%
PTHS vs SPY
+58.1%
-107.4%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.3% | +0.3% |
| 7D | -1.5% | +0.1% | -1.6% | -1.7% |
| 30D | -14.7% | +0.1% | -14.7% | -14.9% |
| 3M | -5.8% | +2.0% | -7.8% | -8.2% |
| 6M | +5.8% | +13.0% | -7.2% | -7.8% |
| YTD | -21.5% | +13.5% | -35.0% | -32.1% |
| 1Y | -25.1% | +20.0% | -45.0% | -39.3% |
| All | -49.3% | +58.1% | -107.4% | -61.6% |
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